+226.1%
FIS vs COR
+3,594.5%
-3,368.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.0% | -2.6% |
| 7D | -29.4% | +2.3% | -31.8% | -30.3% |
| 30D | -16.7% | +6.8% | -23.5% | -18.9% |
| 3M | -33.0% | +8.1% | -41.1% | -35.1% |
| 6M | -33.3% | +33.0% | -66.3% | -39.9% |
| YTD | -56.0% | +3.0% | -59.0% | -57.3% |
| 1Y | -54.6% | -3.4% | -51.2% | -55.0% |
| 3Y | -40.6% | +80.1% | -120.8% | -53.5% |
| 5Y | -71.9% | +194.7% | -266.7% | -81.7% |
| 10Y | -55.3% | +512.3% | -567.6% | -78.8% |
| All | +226.1% | +3,594.5% | -3,368.4% | -16.5% |
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 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