+90.5%
COR vs FITB
+132.2%
-41.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +2.8% | +0.6% | +2.2% | +2.8% |
| 30D | +4.5% | -4.7% | +9.3% | +4.5% |
| 3M | +22.7% | +6.7% | +16.0% | +22.7% |
| 6M | -9.7% | +12.6% | -22.3% | -9.7% |
| YTD | -1.4% | +19.1% | -20.5% | -1.3% |
| 1Y | +13.9% | +22.6% | -8.7% | +14.2% |
| All | +90.5% | +132.2% | -41.7% | +94.2% |
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