-17.4%
FIS vs COR
+92.7%
-110.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.7% |
| 7D | +1.1% | +2.8% | -1.7% | +0.8% |
| 30D | -2.2% | +4.5% | -6.7% | -2.7% |
| 3M | +2.1% | +22.7% | -20.5% | -0.2% |
| 6M | -14.7% | -9.7% | -4.9% | -14.1% |
| YTD | -35.7% | -1.4% | -34.3% | -36.0% |
| 1Y | -37.1% | +13.9% | -51.0% | -38.3% |
| All | -17.4% | +92.7% | -110.1% | -22.7% |
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 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