+73.7%
COR vs FITB
+123.2%
-49.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | +0.8% | -1.5% | +2.4% | +0.8% |
| 30D | +5.1% | +5.8% | -0.7% | +5.2% |
| 3M | +2.8% | -6.1% | +8.9% | +2.7% |
| 6M | +32.5% | +5.9% | +26.6% | +32.7% |
| YTD | -0.7% | +16.1% | -16.8% | -0.3% |
| 1Y | -6.7% | +28.8% | -35.5% | -5.9% |
| 3Y | +73.7% | +126.0% | -52.3% | +92.2% |
| All | +73.7% | +123.2% | -49.5% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling