+394.2%
COR vs FLR
+18.3%
+375.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | -4.8% | -6.9% | +2.0% | -4.3% |
| 30D | -3.7% | +1.1% | -4.8% | -3.8% |
| 3M | +14.3% | +14.3% | 0.0% | +12.5% |
| 6M | -8.5% | +19.1% | -27.6% | -10.8% |
| YTD | -4.4% | +35.1% | -39.5% | -8.0% |
| 1Y | +9.1% | +29.5% | -20.3% | +5.1% |
| 3Y | +85.2% | +53.0% | +32.2% | +70.4% |
| 5Y | +180.7% | +238.9% | -58.3% | +130.3% |
| All | +394.2% | +18.3% | +375.9% | +327.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling