-55.5%
FIS vs COR
+505.6%
-561.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -27.4% | +2.4% | -29.8% | -28.2% |
| 30D | -16.8% | +7.7% | -24.5% | -18.9% |
| 3M | -32.6% | +7.5% | -40.1% | -34.4% |
| 6M | -33.4% | +34.1% | -67.5% | -39.3% |
| YTD | -56.0% | +3.9% | -59.9% | -57.3% |
| 1Y | -55.1% | -3.6% | -51.4% | -55.3% |
| 3Y | -41.4% | +80.5% | -121.9% | -53.3% |
| 5Y | -72.7% | +194.9% | -267.5% | -81.8% |
| 10Y | -55.5% | +486.6% | -542.1% | -75.9% |
| All | -55.5% | +505.6% | -561.1% | -75.9% |
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