+465.5%
COR vs FND
+68.8%
+396.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.4% |
| 7D | -1.2% | -4.4% | +3.2% | -0.7% |
| 30D | +7.6% | +14.5% | -6.9% | +6.0% |
| 3M | +5.0% | -15.6% | +20.6% | +6.7% |
| 6M | +35.3% | +4.7% | +30.6% | +33.7% |
| YTD | +4.2% | -16.1% | +20.4% | +4.8% |
| 1Y | -3.4% | -16.0% | +12.6% | -3.0% |
| 3Y | +81.1% | -35.5% | +116.6% | +81.2% |
| 5Y | +195.8% | -60.5% | +256.3% | +210.2% |
| All | +465.5% | +68.8% | +396.7% | +329.7% |
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