+434.9%
COR vs FND
+66.0%
+368.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.0% |
| 7D | +2.8% | -5.2% | +8.0% | +3.3% |
| 30D | +4.5% | -19.9% | +24.4% | +6.9% |
| 3M | +22.7% | +2.7% | +19.9% | +21.8% |
| 6M | -9.7% | -21.7% | +11.9% | -8.0% |
| YTD | -1.4% | -17.5% | +16.1% | -0.5% |
| 1Y | +13.9% | -39.3% | +53.2% | +19.0% |
| 3Y | +94.0% | -49.8% | +143.7% | +101.6% |
| 5Y | +184.0% | -60.1% | +244.1% | +196.5% |
| All | +434.9% | +66.0% | +368.9% | +307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling