-3.1%
COR vs FITB
+29.2%
-32.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +2.9% | +0.8% | +2.0% | +2.8% |
| 30D | +5.8% | +7.3% | -1.5% | +5.6% |
| 3M | +11.4% | -6.3% | +17.7% | +11.7% |
| 6M | +34.5% | +12.6% | +21.9% | +34.0% |
| YTD | +4.1% | +18.0% | -13.9% | +2.6% |
| 1Y | -3.1% | +28.9% | -32.0% | -4.0% |
| All | -3.1% | +29.2% | -32.4% | -4.0% |
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 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