+185.9%
COR vs FDS
-16.8%
+202.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.7% | -1.4% |
| 7D | +2.8% | -1.9% | +4.7% | +3.0% |
| 30D | +4.5% | +9.0% | -4.5% | +3.3% |
| 3M | +22.7% | +18.9% | +3.8% | +19.8% |
| 6M | -9.7% | +35.1% | -44.9% | -13.5% |
| YTD | -1.4% | +5.5% | -6.9% | -1.8% |
| 1Y | +13.9% | -16.8% | +30.7% | +18.3% |
| 3Y | +94.0% | -28.1% | +122.0% | +105.2% |
| All | +185.9% | -16.8% | +202.8% | +183.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling