+85.5%
COR vs FLNC
-62.9%
+148.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.3% |
| 7D | -2.8% | -4.1% | +1.2% | -3.0% |
| 30D | +2.6% | -24.8% | +27.3% | +1.5% |
| 3M | +14.5% | -59.1% | +73.6% | +11.5% |
| 6M | -7.8% | -42.0% | +34.2% | -8.5% |
| YTD | -4.2% | -49.8% | +45.6% | -5.0% |
| 1Y | +7.0% | +43.1% | -36.1% | +10.9% |
| 3Y | +85.5% | -61.0% | +146.5% | +90.1% |
| All | +85.5% | -62.9% | +148.4% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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