+87.4%
COR vs FLR
+60.4%
+27.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -1.9% |
| 7D | -1.9% | +0.7% | -2.6% | -1.9% |
| 30D | +1.5% | -0.7% | +2.2% | +1.5% |
| 3M | +18.7% | +14.3% | +4.4% | +19.5% |
| 6M | -9.0% | +25.6% | -34.6% | -8.2% |
| YTD | -3.3% | +42.9% | -46.2% | -2.1% |
| 1Y | +9.8% | +38.7% | -28.9% | +11.1% |
| 3Y | +87.4% | +61.8% | +25.6% | +89.0% |
| All | +87.4% | +60.4% | +27.0% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling