+73.7%
COR vs FFIV
+102.2%
-28.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +0.8% | -8.1% | +9.0% | +0.7% |
| 30D | +5.1% | -33.4% | +38.5% | +4.6% |
| 3M | +2.8% | -24.7% | +27.6% | +2.5% |
| 6M | +32.5% | -8.8% | +41.4% | +32.1% |
| YTD | -0.7% | +21.8% | -22.4% | -0.7% |
| 1Y | -6.7% | +25.3% | -32.0% | -6.6% |
| 3Y | +73.7% | +101.2% | -27.4% | +85.7% |
| All | +73.7% | +102.2% | -28.5% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling