+407.4%
COR vs FTI
+297.7%
+109.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.9% | -2.3% | -1.5% | -3.6% |
| 30D | -0.3% | +5.0% | -5.4% | -0.9% |
| 3M | +15.9% | +13.8% | +2.0% | +13.9% |
| 6M | -10.3% | +22.9% | -33.1% | -12.8% |
| YTD | -3.7% | +75.0% | -78.7% | -10.4% |
| 1Y | +9.1% | +96.9% | -87.8% | -0.2% |
| 3Y | +86.6% | +276.7% | -190.2% | +53.8% |
| 5Y | +180.9% | +1,157.0% | -976.1% | +88.0% |
| 10Y | +407.4% | +310.7% | +96.8% | +252.5% |
| All | +407.4% | +297.7% | +109.8% | +252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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