-31.0%
CORN vs SPY
+835.5%
-866.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | -5.8% | -3.7% | -2.1% | -5.4% |
| 3M | -1.6% | -2.7% | +1.1% | -1.3% |
| 6M | -6.8% | +2.2% | -9.0% | -7.1% |
| YTD | -2.1% | +10.8% | -13.0% | -3.5% |
| 1Y | -3.0% | +11.2% | -14.2% | -4.4% |
| 3Y | -20.2% | +76.5% | -96.6% | -26.4% |
| 5Y | -18.8% | +72.9% | -91.7% | -25.1% |
| 10Y | -8.0% | +304.8% | -312.8% | -30.6% |
| All | -31.0% | +835.5% | -866.5% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling