-40.2%
FIS vs COR
+397.4%
-437.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.0% | -5.4% |
| 7D | -3.5% | -1.9% | -1.6% | -2.9% |
| 30D | -7.8% | +1.5% | -9.3% | -8.3% |
| 3M | +0.8% | +18.7% | -17.9% | -4.0% |
| 6M | -21.9% | -9.0% | -12.9% | -20.4% |
| YTD | -39.5% | -3.3% | -36.2% | -39.7% |
| 1Y | -41.0% | +9.8% | -50.8% | -43.4% |
| 3Y | -23.6% | +87.4% | -111.0% | -38.7% |
| 5Y | -65.6% | +180.5% | -246.1% | -75.9% |
| 10Y | -40.2% | +398.1% | -438.3% | -62.9% |
| All | -40.2% | +397.4% | -437.6% | -62.9% |
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