+264.0%
SPOT vs COR
+418.9%
-154.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.8% |
| 7D | -0.9% | +2.8% | -3.7% | -1.4% |
| 30D | +12.5% | +4.5% | +8.0% | +11.6% |
| 3M | +9.9% | +22.7% | -12.8% | +5.9% |
| 6M | +1.6% | -9.7% | +11.3% | +3.0% |
| YTD | -6.6% | -1.4% | -5.2% | -6.8% |
| 1Y | -22.9% | +13.9% | -36.9% | -25.4% |
| 3Y | +244.3% | +94.0% | +150.3% | +195.9% |
| 5Y | +117.8% | +184.0% | -66.2% | +70.2% |
| All | +264.0% | +418.9% | -154.9% | +140.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling