+269.8%
CORZ vs FLR
+32.4%
+237.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +8.3% | -0.1% | +2.2% |
| 7D | +1.7% | +8.5% | -6.8% | -3.5% |
| 30D | -17.5% | -0.7% | -16.8% | -16.2% |
| 3M | -39.5% | -11.7% | -27.8% | -33.6% |
| 6M | -44.5% | +16.2% | -60.7% | -49.7% |
| YTD | -12.6% | +27.0% | -39.6% | -27.1% |
| 1Y | -37.0% | +10.1% | -47.1% | -41.8% |
| All | +269.8% | +32.4% | +237.3% | +201.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling