+31.4%
CORZ vs FLR
+31.2%
+0.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +1.6% |
| 7D | +8.4% | +5.4% | +2.9% | +4.3% |
| 30D | -17.8% | +11.4% | -29.2% | -25.0% |
| 3M | -35.9% | +11.4% | -47.3% | -40.9% |
| 6M | +12.9% | +16.6% | -3.7% | -1.2% |
| YTD | +22.9% | +41.7% | -18.8% | -8.0% |
| 1Y | +31.4% | +35.4% | -4.1% | +7.3% |
| All | +31.4% | +31.2% | +0.1% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling