-80.9%
FIG vs COR
+12.2%
-93.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -3.3% |
| 7D | -14.5% | -3.9% | -10.6% | -15.1% |
| 30D | -13.3% | -0.3% | -13.0% | -13.2% |
| 3M | +7.4% | +15.9% | -8.5% | +10.9% |
| 6M | -27.8% | -10.3% | -17.5% | -32.7% |
| YTD | -41.1% | -3.7% | -37.4% | -43.1% |
| 1Y | -58.7% | +9.1% | -67.8% | -58.3% |
| All | -80.9% | +12.2% | -93.2% | -79.7% |
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