+322.1%
CORZ vs FLNC
-79.1%
+401.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.2% |
| 7D | +23.5% | -11.2% | +34.7% | +26.8% |
| 30D | +7.5% | -24.6% | +32.1% | +14.6% |
| 3M | -26.6% | -64.6% | +38.0% | -7.9% |
| 6M | -39.5% | -78.8% | +39.3% | -17.4% |
| YTD | -0.3% | -76.3% | +76.1% | +27.2% |
| 1Y | -4.2% | -71.2% | +67.0% | +16.6% |
| All | +322.1% | -79.1% | +401.2% | +287.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling