+311.1%
SPOT vs COR
+464.0%
-152.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +1.8% |
| 7D | +1.6% | +7.8% | -6.2% | +0.1% |
| 30D | +16.9% | +7.0% | +9.9% | +15.4% |
| 3M | +23.0% | +16.3% | +6.7% | +19.6% |
| 6M | +42.2% | +41.3% | +0.9% | +33.5% |
| YTD | +5.5% | +7.1% | -1.6% | +3.6% |
| 1Y | -5.1% | -0.8% | -4.2% | -5.4% |
| 3Y | +257.9% | +85.0% | +172.9% | +211.8% |
| 5Y | +118.4% | +203.9% | -85.5% | +68.7% |
| All | +311.1% | +464.0% | -152.9% | +167.7% |
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