+6,956.6%
COR vs FE
+566.1%
+6,390.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.9% | -4.0% |
| 7D | +2.8% | +0.6% | +2.2% | +2.6% |
| 30D | +7.4% | +6.4% | +1.0% | +5.3% |
| 3M | +7.3% | -0.5% | +7.8% | +7.4% |
| 6M | +11.5% | +4.7% | +6.8% | +9.9% |
| YTD | +1.2% | +8.4% | -7.2% | -1.4% |
| 1Y | -3.3% | +7.2% | -10.5% | -5.4% |
| 3Y | +78.5% | +44.9% | +33.6% | +58.2% |
| 5Y | +183.0% | +46.3% | +136.7% | +148.3% |
| 10Y | +545.4% | +110.3% | +435.1% | +392.8% |
| All | +6,956.6% | +566.1% | +6,390.5% | +2,930.0% |
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