-53.7%
SMR vs COR
+163.6%
-217.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.3% | -2.8% |
| 7D | -8.3% | +7.8% | -16.1% | -7.1% |
| 30D | -20.1% | +7.0% | -27.1% | -19.1% |
| 3M | -52.7% | +16.3% | -68.9% | -51.3% |
| 6M | -61.0% | +41.3% | -102.3% | -58.8% |
| YTD | -67.1% | +7.1% | -74.3% | -65.2% |
| 1Y | -79.9% | -0.8% | -79.0% | -78.7% |
| 3Y | +101.7% | +85.0% | +16.7% | +95.2% |
| All | -53.7% | +163.6% | -217.3% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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