+475.2%
COR vs FDS
+127.0%
+348.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +2.9% | -2.6% | +5.4% | +3.6% |
| 30D | +5.8% | +14.1% | -8.2% | +1.8% |
| 3M | +11.4% | +19.8% | -8.4% | +5.1% |
| 6M | +34.5% | +55.0% | -20.5% | +16.1% |
| YTD | +4.1% | +15.9% | -11.8% | -2.4% |
| 1Y | -3.1% | +24.2% | -27.3% | -11.6% |
| 3Y | +80.9% | -24.0% | +104.9% | +93.2% |
| 5Y | +195.1% | -23.3% | +218.5% | +206.8% |
| All | +475.2% | +127.0% | +348.2% | +255.0% |
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