+3,602.5%
COR vs FTI
+1,755.2%
+1,847.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | -1.2% | +1.4% | -2.5% | -1.4% |
| 30D | +7.6% | -6.3% | +13.9% | +8.5% |
| 3M | +5.0% | -13.1% | +18.1% | +6.9% |
| 6M | +35.3% | -8.0% | +43.3% | +36.3% |
| YTD | +4.2% | +47.1% | -42.8% | -2.2% |
| 1Y | -3.4% | +50.7% | -54.1% | -9.8% |
| 3Y | +81.1% | +209.0% | -127.8% | +48.4% |
| 5Y | +195.8% | +847.0% | -651.2% | +96.1% |
| 10Y | +493.6% | +184.3% | +309.3% | +329.5% |
| All | +3,602.5% | +1,755.2% | +1,847.4% | +1,570.7% |
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