+250.1%
SPOT vs COR
+403.2%
-153.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -6.9% | -4.8% | -2.0% | -6.0% |
| 30D | +4.1% | -3.7% | +7.8% | +4.9% |
| 3M | +3.7% | +14.3% | -10.6% | +1.2% |
| 6M | -1.6% | -8.5% | +6.9% | -0.5% |
| YTD | -10.2% | -4.4% | -5.7% | -9.9% |
| 1Y | -25.9% | +9.1% | -35.0% | -27.7% |
| 3Y | +235.6% | +85.2% | +150.4% | +191.1% |
| 5Y | +110.6% | +180.7% | -70.1% | +64.7% |
| All | +250.1% | +403.2% | -153.1% | +132.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling