+422.6%
COR vs FND
+57.3%
+365.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -3.9% | -0.8% | -3.1% | -3.8% |
| 30D | -0.3% | -19.6% | +19.3% | +2.0% |
| 3M | +15.9% | -4.3% | +20.2% | +15.9% |
| 6M | -10.3% | -20.4% | +10.2% | -8.7% |
| YTD | -3.7% | -21.9% | +18.2% | -2.2% |
| 1Y | +9.1% | -45.2% | +54.3% | +15.3% |
| 3Y | +86.6% | -49.2% | +135.8% | +93.1% |
| 5Y | +180.9% | -61.8% | +242.7% | +194.4% |
| All | +422.6% | +57.3% | +365.3% | +300.6% |
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