+512.3%
COR vs FDS
+135.1%
+377.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.8% |
| 7D | +2.3% | -5.0% | +7.3% | +3.8% |
| 30D | +6.8% | +13.8% | -7.0% | +2.8% |
| 3M | +8.1% | +14.8% | -6.7% | +3.3% |
| 6M | +33.0% | +47.4% | -14.4% | +16.6% |
| YTD | +3.0% | +14.2% | -11.2% | -3.0% |
| 1Y | -3.4% | +26.6% | -30.1% | -12.6% |
| 3Y | +80.1% | -24.4% | +104.6% | +92.5% |
| 5Y | +194.7% | -22.6% | +217.4% | +204.2% |
| 10Y | +512.3% | +130.0% | +382.3% | +277.1% |
| All | +512.3% | +135.1% | +377.2% | +277.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling