+13.9%
COR vs FDS
-17.4%
+31.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.7% | -1.7% |
| 7D | +2.8% | -1.9% | +4.7% | +2.9% |
| 30D | +4.5% | +9.0% | -4.5% | +4.0% |
| 3M | +22.7% | +18.9% | +3.8% | +21.4% |
| 6M | -9.7% | +35.1% | -44.9% | -11.0% |
| YTD | -1.4% | +5.5% | -6.9% | -0.4% |
| 1Y | +13.9% | -16.8% | +30.7% | +19.5% |
| All | +13.9% | -17.4% | +31.3% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling