-52.4%
FIS vs COR
+485.1%
-537.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +3.4% |
| 7D | +2.8% | +7.6% | -4.8% | +0.7% |
| 30D | -16.7% | +6.8% | -23.5% | -18.6% |
| 3M | -32.3% | +16.0% | -48.3% | -35.4% |
| 6M | -29.1% | +41.0% | -70.1% | -36.3% |
| YTD | -54.1% | +6.9% | -61.1% | -55.8% |
| 1Y | -53.7% | -1.0% | -52.7% | -54.3% |
| 3Y | -38.8% | +84.6% | -123.5% | -51.6% |
| 5Y | -71.1% | +203.3% | -274.4% | -80.9% |
| All | -52.4% | +485.1% | -537.5% | -74.7% |
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