-0.3%
SPOT vs COR
+5.5%
-5.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.0% | +0.6% | +3.9% |
| 7D | +16.6% | +9.1% | +7.4% | +14.8% |
| 30D | +29.9% | +12.4% | +17.5% | +27.4% |
| 3M | +31.3% | +15.8% | +15.5% | +28.6% |
| 6M | +43.2% | +17.1% | +26.1% | +39.4% |
| YTD | +8.1% | +5.4% | +2.6% | +10.3% |
| 1Y | -0.3% | +3.5% | -3.8% | +1.8% |
| All | -0.3% | +5.5% | -5.8% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling