+319.7%
SPY vs COR
+399.7%
-80.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -0.4% | -3.9% | +3.5% | +0.6% |
| 30D | -1.4% | -0.3% | -1.1% | -1.4% |
| 3M | +3.7% | +15.9% | -12.2% | -0.5% |
| 6M | +13.0% | -10.3% | +23.3% | +15.3% |
| YTD | +12.4% | -3.7% | +16.1% | +12.1% |
| 1Y | +18.5% | +9.1% | +9.5% | +13.7% |
| 3Y | +77.6% | +86.6% | -8.9% | +41.9% |
| 5Y | +81.7% | +180.9% | -99.2% | +26.3% |
| 10Y | +319.7% | +407.4% | -87.8% | +149.7% |
| All | +319.7% | +399.7% | -80.1% | +149.7% |
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