+54.3%
CORO vs SPY
+27.3%
+27.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.8% |
| 7D | -1.6% | -2.0% | +0.3% | -0.1% |
| 30D | -0.3% | -1.7% | +1.4% | +1.0% |
| 3M | +5.5% | +4.7% | +0.8% | +1.9% |
| 6M | +12.1% | +12.5% | -0.4% | +3.1% |
| YTD | +18.9% | +11.7% | +7.2% | +9.9% |
| 1Y | +27.3% | +17.5% | +9.8% | +13.9% |
| All | +54.3% | +27.3% | +27.0% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling