-3.4%
COR vs FGI
+50.2%
-53.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.9% | -5.5% | +0.4% |
| 7D | -1.2% | +6.9% | -8.0% | -1.1% |
| 30D | +7.6% | +3.9% | +3.7% | +7.7% |
| 3M | +5.0% | +74.3% | -69.3% | +6.1% |
| 6M | +35.3% | +28.9% | +6.4% | +36.6% |
| YTD | +4.2% | +39.1% | -34.9% | +5.1% |
| 1Y | -3.4% | +49.3% | -52.8% | -4.9% |
| All | -3.4% | +50.2% | -53.6% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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