+11.1%
SMR vs COR
+137.9%
-126.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.9% | +17.1% | +14.9% |
| 7D | +21.4% | -1.9% | +23.3% | +21.0% |
| 30D | +13.8% | +1.5% | +12.3% | +14.3% |
| 3M | +3.9% | +18.7% | -14.8% | +6.9% |
| 6M | -4.2% | -9.0% | +4.8% | -1.0% |
| YTD | -21.1% | -3.3% | -17.8% | -18.2% |
| 1Y | -67.1% | +9.8% | -76.9% | -66.2% |
| 3Y | +88.9% | +87.4% | +1.5% | +72.7% |
| All | +11.1% | +137.9% | -126.8% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling