+3,402.2%
COR vs FTI
+2,165.1%
+1,237.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +2.8% | +5.3% | -2.5% | +2.0% |
| 30D | +4.5% | +15.3% | -10.8% | +2.3% |
| 3M | +22.7% | +15.8% | +6.9% | +19.8% |
| 6M | -9.7% | +22.6% | -32.3% | -12.8% |
| YTD | -1.4% | +79.5% | -81.0% | -10.0% |
| 1Y | +13.9% | +102.0% | -88.1% | +2.1% |
| 3Y | +94.0% | +315.8% | -221.9% | +52.1% |
| 5Y | +184.0% | +1,129.5% | -945.5% | +80.8% |
| 10Y | +406.8% | +320.9% | +85.8% | +245.3% |
| All | +3,402.2% | +2,165.1% | +1,237.1% | +1,438.6% |
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