+4,142.1%
COR vs FLR
+603.8%
+3,538.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | -1.6% |
| 7D | +2.8% | +5.4% | -2.7% | +2.1% |
| 30D | +4.5% | +11.4% | -6.9% | +2.7% |
| 3M | +22.7% | +11.4% | +11.3% | +20.1% |
| 6M | -9.7% | +16.6% | -26.4% | -12.7% |
| YTD | -1.4% | +41.7% | -43.1% | -7.3% |
| 1Y | +13.9% | +35.4% | -21.5% | +7.3% |
| 3Y | +94.0% | +57.3% | +36.6% | +72.2% |
| 5Y | +184.0% | +241.0% | -57.0% | +118.2% |
| 10Y | +406.8% | +16.6% | +390.1% | +311.5% |
| All | +4,142.1% | +603.8% | +3,538.3% | +2,319.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling