+3.5%
COR vs FLR
+2.5%
+1.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +3.9% |
| 7D | +9.1% | +1.4% | +7.8% | +9.2% |
| 30D | +12.4% | -5.9% | +18.3% | +12.0% |
| 3M | +15.8% | -7.6% | +23.4% | +15.5% |
| 6M | +17.1% | -9.3% | +26.4% | +17.1% |
| YTD | +5.4% | +20.1% | -14.7% | +5.0% |
| 1Y | +3.5% | +3.0% | +0.5% | +1.5% |
| All | +3.5% | +2.5% | +1.0% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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