+2,469.7%
SPY vs COR
+18,334.8%
-15,865.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +1.6% |
| 7D | +0.1% | +2.3% | -2.3% | -0.4% |
| 30D | -3.3% | +6.8% | -10.1% | -4.7% |
| 3M | -2.4% | +8.1% | -10.5% | -4.2% |
| 6M | +2.6% | +33.0% | -30.4% | -3.8% |
| YTD | +11.2% | +3.0% | +8.3% | +9.3% |
| 1Y | +13.4% | -3.4% | +16.8% | +12.8% |
| 3Y | +79.9% | +80.1% | -0.2% | +54.7% |
| 5Y | +72.2% | +194.7% | -122.5% | +32.4% |
| 10Y | +307.3% | +512.3% | -204.9% | +162.5% |
| All | +2,469.7% | +18,334.8% | -15,865.1% | +901.0% |
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