+801.8%
CORT vs SPY
+315.0%
+486.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +0.8% |
| 7D | -6.7% | +0.1% | -6.8% | -6.6% |
| 30D | -38.1% | -3.3% | -34.8% | -35.7% |
| 3M | -32.3% | -2.4% | -29.8% | -30.3% |
| 6M | +43.5% | +2.6% | +41.0% | +40.9% |
| YTD | +115.6% | +11.2% | +104.4% | +96.8% |
| 1Y | +1.8% | +13.4% | -11.6% | -8.0% |
| 3Y | +201.2% | +79.9% | +121.3% | +83.8% |
| 5Y | +226.4% | +72.2% | +154.2% | +104.5% |
| 10Y | +801.8% | +307.3% | +494.5% | +122.7% |
| All | +801.8% | +315.0% | +486.8% | +122.7% |
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