+812.7%
CORT vs SPY
+929.4%
-116.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.7% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | +0.8% | +0.1% | +0.8% | +0.7% |
| 3M | +49.0% | +2.0% | +47.1% | +46.2% |
| 6M | +212.7% | +13.0% | +199.7% | +178.8% |
| YTD | +220.7% | +13.5% | +207.2% | +185.4% |
| 1Y | +60.9% | +20.0% | +40.9% | +37.5% |
| 3Y | +237.2% | +77.2% | +160.0% | +101.6% |
| 5Y | +418.4% | +81.9% | +336.6% | +197.4% |
| 10Y | +2,002.1% | +314.1% | +1,688.0% | +443.3% |
| All | +812.7% | +929.4% | -116.7% | +27.7% |
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 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