-31.8%
CORN vs SPY
+838.9%
-870.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.5% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | -6.8% | -3.3% | -3.5% | -6.5% |
| 3M | -2.7% | -2.4% | -0.3% | -2.4% |
| 6M | -7.8% | +2.6% | -10.4% | -8.1% |
| YTD | -3.2% | +11.2% | -14.5% | -4.6% |
| 1Y | -3.4% | +13.4% | -16.8% | -5.1% |
| 3Y | -21.7% | +79.9% | -101.6% | -28.0% |
| 5Y | -18.2% | +72.2% | -90.4% | -24.5% |
| 10Y | -8.8% | +307.3% | -316.1% | -31.3% |
| All | -31.8% | +838.9% | -870.7% | -62.4% |
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