+122.9%
FIX vs COR
+12.8%
+110.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +1.8% |
| 7D | +6.0% | +2.8% | +3.3% | +6.2% |
| 30D | -7.2% | +4.5% | -11.8% | -7.1% |
| 3M | -15.9% | +22.7% | -38.5% | -17.1% |
| 6M | +12.7% | -9.7% | +22.5% | +23.2% |
| YTD | +72.8% | -1.4% | +74.2% | +85.8% |
| 1Y | +122.9% | +13.9% | +109.0% | +148.4% |
| All | +122.9% | +12.8% | +110.1% | +148.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling