+79.3%
SPYM vs COR
+81.1%
-1.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -0.9% | -1.2% | +0.2% | -0.9% |
| 30D | -2.4% | +7.6% | -10.0% | -2.3% |
| 3M | -1.1% | +5.0% | -6.1% | -1.1% |
| 6M | +3.3% | +35.3% | -32.0% | +3.5% |
| YTD | +12.4% | +4.2% | +8.1% | +13.0% |
| 1Y | +12.5% | -3.4% | +16.0% | +13.2% |
| All | +79.3% | +81.1% | -1.8% | +83.7% |
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 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