-39.8%
FIS vs COR
+74.4%
-114.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.1% |
| 7D | -25.5% | +0.8% | -26.3% | -25.7% |
| 30D | -15.1% | +5.1% | -20.2% | -15.8% |
| 3M | -32.1% | +2.8% | -34.9% | -32.5% |
| 6M | -36.1% | +32.5% | -68.6% | -38.1% |
| YTD | -55.4% | -0.7% | -54.7% | -55.7% |
| 1Y | -53.9% | -6.7% | -47.2% | -53.9% |
| 3Y | -39.8% | +73.7% | -113.5% | -38.5% |
| All | -39.8% | +74.4% | -114.1% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling