+85.5%
COR vs FANG
+45.3%
+40.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.8% | +2.9% | -5.7% | -2.7% |
| 30D | +2.6% | +2.6% | -0.1% | +2.6% |
| 3M | +14.5% | +7.6% | +6.9% | +14.7% |
| 6M | -7.8% | +17.3% | -25.1% | -6.9% |
| YTD | -4.2% | +38.7% | -42.9% | -2.4% |
| 1Y | +7.0% | +51.6% | -44.6% | +9.4% |
| 3Y | +85.5% | +50.0% | +35.6% | +91.8% |
| All | +85.5% | +45.3% | +40.3% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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