+206.1%
COR vs FFIV
+35.3%
+170.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.6% | +3.1% |
| 7D | +7.8% | -0.5% | +8.4% | +7.9% |
| 30D | +7.0% | -32.4% | +39.4% | +9.2% |
| 3M | +16.3% | -25.7% | +41.9% | +17.9% |
| 6M | +41.3% | -13.5% | +54.8% | +41.3% |
| YTD | +7.1% | +21.1% | -14.0% | +4.1% |
| 1Y | -0.8% | +29.4% | -30.2% | -4.2% |
| 3Y | +85.0% | +94.9% | -9.9% | +65.0% |
| All | +206.1% | +35.3% | +170.8% | +191.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling