+194.9%
COR vs FND
-61.3%
+256.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +0.9% |
| 7D | +2.4% | +6.8% | -4.4% | +2.3% |
| 30D | +7.7% | +13.1% | -5.4% | +7.5% |
| 3M | +7.5% | -13.1% | +20.6% | +7.6% |
| 6M | +34.1% | -0.6% | +34.7% | +34.0% |
| YTD | +3.9% | -15.5% | +19.4% | +3.9% |
| 1Y | -3.6% | -13.7% | +10.0% | -3.6% |
| 3Y | +80.5% | -35.0% | +115.5% | +79.1% |
| 5Y | +194.9% | -60.1% | +254.9% | +198.0% |
| All | +194.9% | -61.3% | +256.2% | +198.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling