-51.1%
FIS vs COR
+5.5%
-56.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +4.0% | -27.6% | -23.9% |
| 7D | -18.4% | +9.1% | -27.6% | -19.3% |
| 30D | -11.4% | +12.4% | -23.8% | -12.7% |
| 3M | -32.0% | +15.8% | -47.8% | -33.2% |
| 6M | -35.6% | +17.1% | -52.7% | -37.0% |
| YTD | -53.8% | +5.4% | -59.2% | -54.9% |
| 1Y | -51.1% | +3.5% | -54.6% | -52.1% |
| All | -51.1% | +5.5% | -56.5% | -52.1% |
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