-81.4%
SMR vs COR
-3.3%
-78.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.1% | -7.7% | -7.9% |
| 7D | +10.3% | +2.9% | +7.4% | +11.7% |
| 30D | -25.7% | +5.8% | -31.6% | -23.5% |
| 3M | -49.7% | +11.4% | -61.2% | -46.7% |
| 6M | -59.8% | +34.5% | -94.3% | -53.1% |
| YTD | -66.0% | +4.1% | -70.0% | -58.5% |
| 1Y | -81.4% | -3.1% | -78.3% | -78.2% |
| All | -81.4% | -3.3% | -78.1% | -78.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling