+149.2%
FDX vs COR
+524.4%
-375.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.2% |
| 7D | -1.6% | +0.8% | -2.5% | -1.8% |
| 30D | +6.6% | +5.1% | +1.5% | +5.1% |
| 3M | -2.1% | +2.8% | -4.9% | -3.1% |
| 6M | +2.2% | +32.5% | -30.4% | -6.4% |
| YTD | +33.9% | -0.7% | +34.6% | +32.2% |
| 1Y | +50.2% | -6.7% | +56.9% | +51.2% |
| 3Y | +65.5% | +73.7% | -8.2% | +30.4% |
| 5Y | +74.1% | +177.9% | -103.8% | +12.6% |
| All | +149.2% | +524.4% | -375.2% | +24.8% |
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