+17,451.9%
COR vs FITB
+1,143.4%
+16,308.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +2.8% | +0.6% | +2.2% | +2.7% |
| 30D | +4.5% | -4.7% | +9.3% | +5.2% |
| 3M | +22.7% | +6.7% | +16.0% | +21.5% |
| 6M | -9.7% | +12.6% | -22.3% | -11.4% |
| YTD | -1.4% | +19.1% | -20.5% | -4.1% |
| 1Y | +13.9% | +22.6% | -8.7% | +10.2% |
| 3Y | +94.0% | +127.1% | -33.2% | +69.9% |
| 5Y | +184.0% | +71.8% | +112.2% | +155.2% |
| 10Y | +406.8% | +287.2% | +119.6% | +296.9% |
| All | +17,451.9% | +1,143.4% | +16,308.4% | +8,124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling