+6,775.2%
COR vs FE
+561.4%
+6,213.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | +2.8% | +1.9% | +0.8% | +2.2% |
| 30D | +4.5% | -1.2% | +5.7% | +4.9% |
| 3M | +22.7% | +3.5% | +19.2% | +21.3% |
| 6M | -9.7% | -6.1% | -3.7% | -8.0% |
| YTD | -1.4% | +7.6% | -9.0% | -3.7% |
| 1Y | +13.9% | +11.9% | +2.0% | +10.0% |
| 3Y | +94.0% | +48.4% | +45.5% | +70.5% |
| 5Y | +184.0% | +44.8% | +139.2% | +150.0% |
| 10Y | +406.8% | +115.9% | +290.9% | +283.7% |
| All | +6,775.2% | +561.4% | +6,213.8% | +2,859.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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