-79.1%
FIG vs COR
+14.9%
-94.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -4.7% |
| 7D | -16.3% | +2.8% | -19.1% | -15.9% |
| 30D | -14.3% | +4.5% | -18.8% | -13.4% |
| 3M | +7.2% | +22.7% | -15.5% | +12.0% |
| 6M | -18.6% | -9.7% | -8.9% | -24.6% |
| YTD | -35.5% | -1.4% | -34.0% | -37.4% |
| 1Y | -55.8% | +13.9% | -69.7% | -54.4% |
| All | -79.1% | +14.9% | -94.0% | -77.6% |
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