+96.3%
COR vs FN
+158.4%
-62.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -1.8% |
| 7D | +2.8% | -1.7% | +4.4% | +2.7% |
| 30D | +4.5% | -22.0% | +26.5% | +4.0% |
| 3M | +22.7% | -43.0% | +65.7% | +21.9% |
| 6M | -9.7% | -27.7% | +18.0% | -10.4% |
| YTD | -1.4% | -10.5% | +9.1% | -2.0% |
| 1Y | +13.9% | +12.5% | +1.4% | +14.4% |
| All | +96.3% | +158.4% | -62.1% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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