-22.1%
FPS vs COR
+3.5%
-25.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +3.7% | +12.4% | +16.9% |
| 7D | -8.0% | +2.3% | -10.3% | -7.2% |
| 30D | -43.5% | +6.8% | -50.3% | -42.1% |
| 3M | -41.6% | +8.1% | -49.7% | -39.7% |
| 6M | -44.0% | +33.0% | -77.0% | -43.2% |
| All | -22.1% | +3.5% | -25.6% | -6.1% |
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 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