+398.1%
COR vs FDS
+77.6%
+320.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -0.7% |
| 7D | -1.9% | -5.4% | +3.5% | -0.4% |
| 30D | +1.5% | +1.6% | -0.1% | +0.9% |
| 3M | +18.7% | +17.7% | +1.0% | +12.3% |
| 6M | -9.0% | +29.1% | -38.1% | -17.2% |
| YTD | -3.3% | +1.0% | -4.3% | -5.3% |
| 1Y | +9.8% | -21.6% | +31.5% | +17.0% |
| 3Y | +87.4% | -30.1% | +117.5% | +104.0% |
| 5Y | +180.5% | -20.7% | +201.2% | +180.2% |
| 10Y | +398.1% | +78.3% | +319.9% | +234.6% |
| All | +398.1% | +77.6% | +320.6% | +234.6% |
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