-54.3%
FIS vs COR
+469.4%
-523.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.1% |
| 7D | -3.5% | +2.9% | -6.4% | -4.3% |
| 30D | -19.4% | +5.8% | -25.3% | -21.1% |
| 3M | -31.6% | +11.4% | -43.0% | -34.0% |
| 6M | -32.5% | +34.5% | -67.0% | -38.6% |
| YTD | -56.0% | +4.1% | -60.0% | -57.2% |
| 1Y | -55.5% | -3.1% | -52.4% | -55.9% |
| 3Y | -41.3% | +80.9% | -122.2% | -53.3% |
| 5Y | -72.3% | +195.1% | -267.4% | -81.6% |
| All | -54.3% | +469.4% | -523.6% | -75.5% |
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