+184.7%
COR vs FLNC
-69.8%
+254.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.9% | -0.6% |
| 7D | -3.9% | -4.2% | +0.3% | -3.9% |
| 30D | -0.3% | -20.0% | +19.7% | -0.7% |
| 3M | +15.9% | -56.9% | +72.7% | +14.6% |
| 6M | -10.3% | -35.5% | +25.3% | -10.5% |
| YTD | -3.7% | -48.8% | +45.1% | -4.2% |
| 1Y | +9.1% | +49.3% | -40.2% | +9.5% |
| 3Y | +86.6% | -61.8% | +148.3% | +88.4% |
| All | +184.7% | -69.8% | +254.5% | +181.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling