+512.3%
COR vs FITB
+247.7%
+264.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.1% |
| 7D | +2.3% | -1.1% | +3.5% | +2.6% |
| 30D | +6.8% | +7.3% | -0.6% | +5.1% |
| 3M | +8.1% | -4.0% | +12.1% | +9.0% |
| 6M | +33.0% | +11.9% | +21.1% | +29.3% |
| YTD | +3.0% | +19.0% | -16.0% | -1.8% |
| 1Y | -3.4% | +31.0% | -34.4% | -10.1% |
| 3Y | +80.1% | +143.8% | -63.6% | +38.8% |
| 5Y | +194.7% | +48.9% | +145.8% | +153.3% |
| 10Y | +512.3% | +236.6% | +275.7% | +274.0% |
| All | +512.3% | +247.7% | +264.6% | +274.0% |
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