+56.2%
CORO vs SPY
+28.4%
+27.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.5% |
| 7D | -1.2% | -0.8% | -0.4% | -0.6% |
| 30D | +0.1% | -1.1% | +1.1% | +0.9% |
| 3M | +3.1% | +3.9% | -0.8% | +0.2% |
| 6M | +13.5% | +13.6% | -0.1% | +3.6% |
| YTD | +20.3% | +12.7% | +7.7% | +10.4% |
| 1Y | +27.4% | +17.5% | +9.9% | +13.9% |
| All | +56.2% | +28.4% | +27.8% | +31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling