+421.5%
CORZ vs FLNC
-55.6%
+477.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.8% | +2.7% |
| 7D | +0.3% | -4.1% | +4.3% | +1.2% |
| 30D | -14.0% | -24.8% | +10.7% | -8.4% |
| 3M | -34.1% | -59.1% | +25.0% | -20.7% |
| 6M | +8.5% | -42.0% | +50.4% | +15.8% |
| YTD | +23.2% | -49.8% | +73.0% | +33.5% |
| 1Y | +15.4% | +43.1% | -27.7% | -3.4% |
| All | +421.5% | -55.6% | +477.1% | +306.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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