+230.6%
FIS vs COR
+3,464.2%
-3,233.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | -25.5% | +0.8% | -26.3% | -26.0% |
| 30D | -15.1% | +5.1% | -20.2% | -16.8% |
| 3M | -32.1% | +2.8% | -34.9% | -33.1% |
| 6M | -36.1% | +32.5% | -68.6% | -42.3% |
| YTD | -55.4% | -0.7% | -54.7% | -56.2% |
| 1Y | -53.9% | -6.7% | -47.2% | -53.8% |
| 3Y | -39.8% | +73.7% | -113.5% | -52.2% |
| 5Y | -71.1% | +177.9% | -249.0% | -80.8% |
| 10Y | -53.8% | +533.8% | -587.6% | -78.4% |
| All | +230.6% | +3,464.2% | -3,233.6% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling