+9.1%
COR vs FLR
+33.3%
-24.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.7% | -0.7% |
| 7D | -3.9% | -3.1% | -0.7% | -4.1% |
| 30D | -0.3% | +4.9% | -5.3% | +0.1% |
| 3M | +15.9% | +10.8% | +5.1% | +17.1% |
| 6M | -10.3% | +19.7% | -29.9% | -9.6% |
| YTD | -3.7% | +38.4% | -42.1% | -2.3% |
| 1Y | +9.1% | +34.7% | -25.6% | +10.9% |
| All | +9.1% | +33.3% | -24.3% | +10.9% |
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