-23.6%
FPS vs COR
+4.6%
-28.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.1% | -9.7% | -9.9% |
| 7D | +21.6% | +2.9% | +18.8% | +22.2% |
| 30D | -38.8% | +5.8% | -44.6% | -37.4% |
| 3M | -42.1% | +11.4% | -53.5% | -39.9% |
| 6M | -48.5% | +34.5% | -83.0% | -47.6% |
| All | -23.6% | +4.6% | -28.2% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling