+72.2%
SPY vs COR
+192.5%
-120.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +1.9% |
| 7D | +0.1% | +2.3% | -2.3% | -0.2% |
| 30D | -3.3% | +6.8% | -10.1% | -4.1% |
| 3M | -2.4% | +8.1% | -10.5% | -3.4% |
| 6M | +2.6% | +33.0% | -30.4% | -1.6% |
| YTD | +11.2% | +3.0% | +8.3% | +10.6% |
| 1Y | +13.4% | -3.4% | +16.8% | +14.2% |
| 3Y | +79.9% | +80.1% | -0.2% | +49.5% |
| 5Y | +72.2% | +194.7% | -122.5% | +14.5% |
| All | +72.2% | +192.5% | -120.3% | +14.5% |
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