+948.1%
FIX vs COR
+178.3%
+769.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +5.6% |
| 7D | -17.5% | +0.8% | -18.3% | -17.5% |
| 30D | -41.6% | +5.1% | -46.7% | -41.8% |
| 3M | -40.6% | +2.8% | -43.4% | -40.8% |
| 6M | -49.4% | +32.5% | -81.9% | -52.0% |
| YTD | +9.2% | -0.7% | +9.8% | +10.5% |
| 1Y | +6.5% | -6.7% | +13.2% | +9.0% |
| 3Y | +448.7% | +73.7% | +375.0% | +361.2% |
| All | +948.1% | +178.3% | +769.8% | +563.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling