+464.7%
COR vs FND
+61.4%
+403.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.2% | +0.3% |
| 7D | +2.9% | -5.1% | +8.0% | +3.4% |
| 30D | +5.8% | +9.2% | -3.4% | +4.7% |
| 3M | +11.4% | -17.7% | +29.1% | +13.5% |
| 6M | +34.5% | +2.5% | +32.0% | +33.2% |
| YTD | +4.1% | -19.8% | +23.9% | +5.2% |
| 1Y | -3.1% | -22.7% | +19.5% | -1.8% |
| 3Y | +80.9% | -38.3% | +119.2% | +81.8% |
| 5Y | +195.1% | -63.0% | +258.1% | +212.2% |
| All | +464.7% | +61.4% | +403.3% | +331.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling