-52.0%
FIG vs COR
-0.1%
-51.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.2% | +2.7% |
| 7D | +3.4% | +7.8% | -4.4% | +3.1% |
| 30D | -9.5% | +7.0% | -16.5% | -9.3% |
| 3M | -26.2% | +16.3% | -42.4% | -25.7% |
| 6M | +2.7% | +41.3% | -38.6% | +6.8% |
| YTD | -48.0% | +7.1% | -55.1% | -50.1% |
| 1Y | -52.0% | -0.8% | -51.2% | -55.2% |
| All | -52.0% | -0.1% | -51.9% | -55.2% |
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