+113.3%
SPOT vs COR
+193.1%
-79.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | +2.9% | -5.4% | -3.0% |
| 30D | +13.5% | +5.8% | +7.6% | +12.5% |
| 3M | +22.2% | +11.4% | +10.8% | +20.5% |
| 6M | +38.3% | +34.5% | +3.8% | +33.4% |
| YTD | +3.1% | +4.1% | -1.0% | +2.4% |
| 1Y | -7.6% | -3.1% | -4.5% | -7.3% |
| 3Y | +250.0% | +80.9% | +169.2% | +216.8% |
| 5Y | +113.3% | +195.1% | -81.8% | +61.7% |
| All | +113.3% | +193.1% | -79.7% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling