+398.1%
COR vs FITB
+285.0%
+113.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -1.9% | +2.8% | -4.7% | -2.5% |
| 30D | +1.5% | -4.5% | +6.0% | +2.6% |
| 3M | +18.7% | +5.7% | +13.0% | +17.0% |
| 6M | -9.0% | +17.1% | -26.1% | -12.7% |
| YTD | -3.3% | +18.3% | -21.6% | -7.7% |
| 1Y | +9.8% | +23.9% | -14.1% | +3.4% |
| 3Y | +87.4% | +131.1% | -43.7% | +45.3% |
| 5Y | +180.5% | +71.1% | +109.4% | +129.4% |
| 10Y | +398.1% | +283.9% | +114.3% | +151.2% |
| All | +398.1% | +285.0% | +113.1% | +151.2% |
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