-22.6%
FPS vs COR
+6.0%
-28.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.0% | -21.3% | -15.6% |
| 7D | -23.3% | +9.1% | -32.5% | -20.4% |
| 30D | -42.4% | +12.4% | -54.8% | -39.6% |
| 3M | -43.0% | +15.8% | -58.9% | -39.9% |
| 6M | -44.5% | +17.1% | -61.6% | -41.2% |
| All | -22.6% | +6.0% | -28.6% | -5.5% |
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 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