+1,899.6%
CORT vs SPY
+311.3%
+1,588.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +2.6% |
| 7D | +0.5% | +0.5% | 0.0% | 0.0% |
| 30D | +2.9% | -0.9% | +3.8% | +3.7% |
| 3M | +55.4% | +3.9% | +51.6% | +49.7% |
| 6M | +236.5% | +14.5% | +222.0% | +196.1% |
| YTD | +227.5% | +12.9% | +214.6% | +192.9% |
| 1Y | +60.0% | +19.4% | +40.7% | +37.6% |
| 3Y | +246.0% | +78.5% | +167.6% | +110.4% |
| 5Y | +433.6% | +81.8% | +351.9% | +215.4% |
| 10Y | +1,899.6% | +311.5% | +1,588.1% | +378.3% |
| All | +1,899.6% | +311.3% | +1,588.3% | +378.3% |
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