+78.5%
SPY vs COR
+87.4%
-9.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.6% |
| 7D | +0.5% | -1.9% | +2.4% | +0.5% |
| 30D | -0.9% | +1.5% | -2.5% | -0.9% |
| 3M | +3.9% | +18.7% | -14.8% | +4.1% |
| 6M | +14.5% | -9.0% | +23.6% | +15.0% |
| YTD | +12.9% | -3.3% | +16.2% | +13.5% |
| 1Y | +19.4% | +9.8% | +9.5% | +20.0% |
| 3Y | +78.5% | +87.4% | -8.9% | +82.1% |
| All | +78.5% | +87.4% | -9.0% | +82.1% |
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