-52.1%
SMR vs COR
+156.0%
-208.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.1% | -7.7% | -7.9% |
| 7D | +10.3% | +2.9% | +7.4% | +10.8% |
| 30D | -25.7% | +5.8% | -31.6% | -24.9% |
| 3M | -49.7% | +11.4% | -61.2% | -48.7% |
| 6M | -59.8% | +34.5% | -94.3% | -57.8% |
| YTD | -66.0% | +4.1% | -70.0% | -64.2% |
| 1Y | -81.4% | -3.1% | -78.3% | -80.4% |
| 3Y | +130.6% | +80.9% | +49.8% | +121.6% |
| All | -52.1% | +156.0% | -208.1% | -58.1% |
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