+9.5%
COR vs FITB
+24.1%
-14.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | -1.9% | +2.8% | -4.7% | -2.0% |
| 30D | +1.5% | -4.5% | +6.0% | +1.6% |
| 3M | +18.7% | +5.7% | +13.0% | +18.4% |
| 6M | -9.0% | +17.1% | -26.1% | -9.4% |
| YTD | -3.3% | +18.3% | -21.6% | -4.3% |
| All | +9.5% | +24.1% | -14.5% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling