+811.4%
SPYM vs COR
+2,804.0%
-1,992.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.3% |
| 7D | +2.6% | +7.8% | -5.3% | +0.3% |
| 30D | -2.0% | +7.0% | -9.0% | -4.0% |
| 3M | -2.8% | +16.3% | -19.0% | -7.2% |
| 6M | +2.2% | +41.3% | -39.1% | -8.5% |
| YTD | +11.5% | +7.1% | +4.4% | +7.4% |
| 1Y | +13.5% | -0.8% | +14.3% | +11.9% |
| 3Y | +78.0% | +85.0% | -7.0% | +40.6% |
| 5Y | +73.1% | +203.9% | -130.7% | +14.5% |
| 10Y | +310.9% | +510.3% | -199.4% | +105.6% |
| All | +811.4% | +2,804.0% | -1,992.6% | +153.4% |
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