+82.3%
SPYM vs COR
+180.2%
-97.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -0.4% | -3.9% | +3.5% | +0.1% |
| 30D | -1.4% | -0.3% | -1.0% | -1.4% |
| 3M | +3.7% | +15.9% | -12.1% | +1.4% |
| 6M | +13.0% | -10.3% | +23.3% | +15.1% |
| YTD | +12.5% | -3.7% | +16.2% | +12.8% |
| 1Y | +18.6% | +9.1% | +9.5% | +15.5% |
| 3Y | +78.0% | +86.6% | -8.5% | +43.5% |
| 5Y | +82.3% | +180.9% | -98.6% | +24.1% |
| All | +82.3% | +180.2% | -97.9% | +24.1% |
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 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