-4.5%
COR vs FDS
+26.9%
-31.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.7% |
| 7D | +2.3% | -5.0% | +7.3% | +2.7% |
| 30D | +6.8% | +13.8% | -7.0% | +5.9% |
| 3M | +8.1% | +14.8% | -6.7% | +7.1% |
| 6M | +33.0% | +47.4% | -14.4% | +30.7% |
| YTD | +3.0% | +14.2% | -11.2% | +2.9% |
| All | -4.5% | +26.9% | -31.4% | -6.4% |
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