-59.8%
SMR vs COR
+34.6%
-94.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.1% | -7.7% | -7.9% |
| 7D | +10.3% | +2.9% | +7.4% | +12.4% |
| 30D | -25.7% | +5.8% | -31.6% | -21.5% |
| 3M | -49.7% | +11.4% | -61.2% | -44.1% |
| 6M | -59.8% | +34.5% | -94.3% | -39.9% |
| All | -59.8% | +34.6% | -94.4% | -39.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling