+3,590.2%
COR vs FTI
+1,731.3%
+1,858.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | +2.4% | -3.3% | +5.7% | +2.9% |
| 30D | +7.7% | -7.2% | +14.9% | +8.7% |
| 3M | +7.5% | -12.9% | +20.4% | +9.4% |
| 6M | +34.1% | -7.9% | +42.0% | +35.1% |
| YTD | +3.9% | +45.2% | -41.3% | -2.4% |
| 1Y | -3.6% | +48.1% | -51.7% | -9.8% |
| 3Y | +80.5% | +205.0% | -124.5% | +48.2% |
| 5Y | +194.9% | +838.8% | -644.0% | +95.7% |
| 10Y | +486.6% | +174.8% | +311.8% | +326.8% |
| All | +3,590.2% | +1,731.3% | +1,858.8% | +1,568.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling