+376.5%
FIS vs COR
+3,436.3%
-3,059.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.3% |
| 7D | +1.1% | +2.8% | -1.7% | +0.2% |
| 30D | -2.2% | +4.5% | -6.7% | -3.8% |
| 3M | +2.1% | +22.7% | -20.5% | -4.8% |
| 6M | -14.7% | -9.7% | -4.9% | -12.7% |
| YTD | -35.7% | -1.4% | -34.3% | -36.4% |
| 1Y | -37.1% | +13.9% | -51.0% | -41.0% |
| 3Y | -20.0% | +94.0% | -114.0% | -38.7% |
| 5Y | -62.1% | +184.0% | -246.1% | -74.9% |
| 10Y | -37.4% | +406.8% | -444.1% | -68.3% |
| All | +376.5% | +3,436.3% | -3,059.8% | +24.4% |
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