+311.1%
SPY vs COR
+489.9%
-178.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -0.9% | -1.2% | +0.3% | -0.6% |
| 30D | -2.4% | +7.6% | -10.0% | -4.2% |
| 3M | -1.2% | +5.0% | -6.1% | -2.6% |
| 6M | +3.3% | +35.3% | -32.0% | -5.3% |
| YTD | +12.3% | +4.2% | +8.1% | +9.5% |
| 1Y | +12.4% | -3.4% | +15.9% | +12.1% |
| 3Y | +78.8% | +81.1% | -2.3% | +43.2% |
| 5Y | +75.2% | +195.8% | -120.7% | +17.4% |
| 10Y | +311.1% | +493.6% | -182.5% | +122.2% |
| All | +311.1% | +489.9% | -178.8% | +122.2% |
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