+9,086.6%
SPGI vs COR
+17,545.2%
-8,458.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.1% |
| 7D | +0.1% | +2.8% | -2.6% | -0.5% |
| 30D | +8.4% | +4.5% | +3.9% | +7.2% |
| 3M | +11.8% | +22.7% | -10.8% | +6.5% |
| 6M | +5.7% | -9.7% | +15.4% | +7.3% |
| YTD | -9.7% | -1.4% | -8.2% | -10.4% |
| 1Y | -12.5% | +13.9% | -26.4% | -16.2% |
| 3Y | +21.8% | +94.0% | -72.1% | +2.2% |
| 5Y | +8.2% | +184.0% | -175.8% | -17.4% |
| 10Y | +309.5% | +406.8% | -97.2% | +167.4% |
| All | +9,086.6% | +17,545.2% | -8,458.6% | +3,643.8% |
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