+475.2%
COR vs FITB
+208.7%
+266.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +2.9% | +0.8% | +2.0% | +2.7% |
| 30D | +5.8% | +7.3% | -1.5% | +4.2% |
| 3M | +11.4% | -6.3% | +17.7% | +13.0% |
| 6M | +34.5% | +12.6% | +21.9% | +30.6% |
| YTD | +4.1% | +18.0% | -13.9% | -0.6% |
| 1Y | -3.1% | +28.9% | -32.0% | -9.4% |
| 3Y | +80.9% | +139.4% | -58.5% | +40.2% |
| 5Y | +195.1% | +47.2% | +147.9% | +154.6% |
| All | +475.2% | +208.7% | +266.4% | +274.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling