+231.7%
SPOT vs COR
+85.9%
+145.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | -6.5% | -3.9% | -2.6% | -6.2% |
| 30D | +2.2% | -0.3% | +2.5% | +2.2% |
| 3M | +5.4% | +15.9% | -10.5% | +4.7% |
| 6M | -4.0% | -10.3% | +6.2% | -3.3% |
| YTD | -9.9% | -3.7% | -6.2% | -9.1% |
| 1Y | -27.3% | +9.1% | -36.4% | -26.9% |
| All | +231.7% | +85.9% | +145.8% | +270.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling