+155.7%
FDX vs COR
+489.9%
-334.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -2.1% | -1.2% | -0.9% | -1.7% |
| 30D | +10.4% | +7.6% | +2.8% | +8.1% |
| 3M | +0.5% | +5.0% | -4.5% | -1.2% |
| 6M | +6.5% | +35.3% | -28.8% | -3.2% |
| YTD | +40.2% | +4.2% | +36.0% | +36.4% |
| 1Y | +52.1% | -3.4% | +55.5% | +51.6% |
| 3Y | +72.8% | +81.1% | -8.3% | +33.9% |
| 5Y | +76.3% | +195.8% | -119.5% | +10.7% |
| 10Y | +155.7% | +493.6% | -337.8% | +23.9% |
| All | +155.7% | +489.9% | -334.2% | +23.9% |
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