+1,061.3%
COR vs FANG
+1,395.6%
-334.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -3.9% | -0.4% | -3.5% | -3.8% |
| 30D | -0.3% | +2.4% | -2.7% | -0.6% |
| 3M | +15.9% | +4.9% | +11.0% | +15.2% |
| 6M | -10.3% | +12.0% | -22.3% | -11.5% |
| YTD | -3.7% | +37.1% | -40.8% | -7.1% |
| 1Y | +9.1% | +52.3% | -43.2% | +3.9% |
| 3Y | +86.6% | +45.0% | +41.6% | +76.0% |
| 5Y | +180.9% | +231.0% | -50.0% | +137.1% |
| 10Y | +407.4% | +177.5% | +230.0% | +297.8% |
| All | +1,061.3% | +1,395.6% | -334.3% | +693.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling