+81.1%
FDX vs COR
+12.8%
+68.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.6% |
| 7D | -2.5% | +2.8% | -5.3% | -2.5% |
| 30D | +3.8% | +4.5% | -0.7% | +3.9% |
| 3M | -1.3% | +22.7% | -24.0% | -1.2% |
| 6M | +5.0% | -9.7% | +14.8% | +6.2% |
| YTD | +39.6% | -1.4% | +41.1% | +40.5% |
| 1Y | +81.1% | +13.9% | +67.2% | +81.4% |
| All | +81.1% | +12.8% | +68.3% | +81.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling