+9.8%
COR vs FFIV
+23.1%
-13.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -1.9% | -1.5% | -0.4% | -1.9% |
| 30D | +1.5% | -2.7% | +4.2% | +1.5% |
| 3M | +18.7% | -1.7% | +20.4% | +18.3% |
| 6M | -9.0% | +36.1% | -45.2% | -11.1% |
| YTD | -3.3% | +52.6% | -55.9% | -5.9% |
| 1Y | +9.8% | +21.5% | -11.7% | +6.6% |
| All | +9.8% | +23.1% | -13.2% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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