+531.8%
FAST vs COR
+505.6%
+26.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +4.8% | +2.4% | +2.4% | +4.0% |
| 30D | +8.6% | +7.7% | +0.9% | +6.2% |
| 3M | +5.7% | +7.5% | -1.8% | +3.1% |
| 6M | +25.5% | +34.1% | -8.7% | +14.2% |
| YTD | +39.6% | +3.9% | +35.7% | +35.8% |
| 1Y | +35.5% | -3.6% | +39.1% | +35.0% |
| 3Y | +96.2% | +80.5% | +15.7% | +54.4% |
| 5Y | +110.2% | +194.9% | -84.7% | +36.3% |
| 10Y | +531.8% | +486.6% | +45.2% | +222.1% |
| All | +531.8% | +505.6% | +26.2% | +222.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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