+2,737.2%
FDX vs COR
+17,684.4%
-14,947.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.4% |
| 7D | -1.6% | +0.8% | -2.5% | -1.8% |
| 30D | +6.6% | +5.1% | +1.5% | +5.5% |
| 3M | -2.1% | +2.8% | -4.9% | -2.8% |
| 6M | +2.2% | +32.5% | -30.4% | -4.1% |
| YTD | +33.9% | -0.7% | +34.6% | +32.6% |
| 1Y | +50.2% | -6.7% | +56.9% | +50.7% |
| 3Y | +65.5% | +73.7% | -8.2% | +43.0% |
| 5Y | +74.1% | +177.9% | -103.8% | +34.7% |
| 10Y | +156.7% | +533.8% | -377.1% | +64.3% |
| All | +2,737.2% | +17,684.4% | -14,947.2% | +1,112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling