+12,469.4%
COR vs FDS
+10,327.4%
+2,142.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.1% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | +5.1% | +20.2% | -15.1% | +1.3% |
| 3M | +2.8% | +19.9% | -17.0% | -1.2% |
| 6M | +32.5% | +56.2% | -23.6% | +20.0% |
| YTD | -0.7% | +14.6% | -15.2% | -5.2% |
| 1Y | -6.7% | +31.6% | -38.3% | -13.6% |
| 3Y | +73.7% | -23.8% | +97.5% | +77.9% |
| 5Y | +177.9% | -22.6% | +200.4% | +180.8% |
| 10Y | +533.8% | +139.3% | +394.4% | +413.0% |
| All | +12,469.4% | +10,327.4% | +2,142.0% | +5,819.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling