+4,502.0%
COR vs FLR
+513.8%
+3,988.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +2.9% |
| 7D | +7.6% | +5.4% | +2.3% | +6.9% |
| 30D | +6.8% | +2.8% | +4.0% | +6.3% |
| 3M | +16.0% | -6.4% | +22.4% | +16.7% |
| 6M | +41.0% | +8.8% | +32.2% | +38.0% |
| YTD | +6.9% | +23.6% | -16.7% | +2.1% |
| 1Y | -1.0% | +13.8% | -14.8% | -4.5% |
| 3Y | +84.6% | +36.5% | +48.2% | +67.0% |
| 5Y | +203.3% | +119.3% | +83.9% | +149.0% |
| 10Y | +509.1% | +8.0% | +501.1% | +398.2% |
| All | +4,502.0% | +513.8% | +3,988.2% | +2,566.4% |
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