+79.7%
COR vs FFIV
+100.8%
-21.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +2.9% | +1.9% | +1.0% | +2.9% |
| 30D | +5.8% | -33.3% | +39.1% | +5.2% |
| 3M | +11.4% | -24.9% | +36.3% | +11.1% |
| 6M | +34.5% | -10.5% | +45.0% | +34.0% |
| YTD | +4.1% | +24.4% | -20.4% | +4.1% |
| 1Y | -3.1% | +32.3% | -35.4% | -3.0% |
| All | +79.7% | +100.8% | -21.1% | +88.9% |
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