+87.4%
COR vs FND
-49.6%
+136.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -2.1% |
| 7D | -1.9% | +0.4% | -2.3% | -1.9% |
| 30D | +1.5% | -23.6% | +25.1% | +0.3% |
| 3M | +18.7% | +4.3% | +14.4% | +19.4% |
| 6M | -9.0% | -20.3% | +11.2% | -9.6% |
| YTD | -3.3% | -21.3% | +18.0% | -3.9% |
| 1Y | +9.8% | -45.4% | +55.2% | +7.5% |
| 3Y | +87.4% | -48.9% | +136.2% | +89.4% |
| All | +87.4% | -49.6% | +136.9% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling