+80.1%
COR vs FTV
+37.0%
+43.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.0% | +3.6% |
| 7D | +2.3% | +0.4% | +2.0% | +2.3% |
| 30D | +6.8% | +17.2% | -10.4% | +6.5% |
| 3M | +8.1% | +8.9% | -0.8% | +7.9% |
| 6M | +33.0% | +11.3% | +21.7% | +32.8% |
| YTD | +3.0% | +21.9% | -19.0% | +3.2% |
| 1Y | -3.4% | +31.6% | -35.0% | -3.3% |
| 3Y | +80.1% | +38.1% | +42.1% | +86.7% |
| All | +80.1% | +37.0% | +43.1% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 3y: compounded portfolio wealth divided by compounded FTV 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…
3y analysis · Full analysis span regression · 6 months rolling