-23.7%
FPS vs COR
+7.7%
-31.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | +0.6% |
| 7D | +13.6% | +7.8% | +5.7% | +15.6% |
| 30D | -32.4% | +7.0% | -39.4% | -30.8% |
| 3M | -41.1% | +16.3% | -57.4% | -38.2% |
| 6M | -51.4% | +41.3% | -92.7% | -50.3% |
| All | -23.7% | +7.7% | -31.4% | -7.2% |
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