+76.9%
COR vs FGI
+2.3%
+74.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +2.8% | -11.6% | +14.4% | +2.7% |
| 30D | +7.4% | -3.3% | +10.7% | +7.4% |
| 3M | +7.3% | +65.6% | -58.3% | +8.2% |
| 6M | +11.5% | -2.8% | +14.3% | +12.2% |
| YTD | +1.2% | +30.1% | -29.0% | +2.2% |
| 1Y | -3.3% | +50.2% | -53.5% | -2.1% |
| All | +76.9% | +2.3% | +74.6% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling