+9,589.8%
SPGI vs COR
+17,684.4%
-8,094.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | +0.3% | +0.8% | -0.6% | +0.1% |
| 30D | +18.4% | +5.1% | +13.2% | +17.0% |
| 3M | +15.7% | +2.8% | +12.9% | +14.8% |
| 6M | +17.3% | +32.5% | -15.3% | +9.7% |
| YTD | -4.7% | -0.7% | -4.1% | -5.7% |
| 1Y | +1.8% | -6.7% | +8.5% | +2.2% |
| 3Y | +31.7% | +73.7% | -42.0% | +13.4% |
| 5Y | +12.1% | +177.9% | -165.8% | -13.9% |
| 10Y | +341.9% | +533.8% | -191.8% | +176.5% |
| All | +9,589.8% | +17,684.4% | -8,094.6% | +3,840.6% |
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