+322.1%
CORZ vs FLUT
-59.5%
+381.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +23.5% | -0.7% | +24.2% | +23.9% |
| 30D | +7.5% | +9.3% | -1.8% | +3.4% |
| 3M | -26.6% | -17.5% | -9.1% | -22.7% |
| 6M | -39.5% | -14.6% | -24.9% | -38.8% |
| YTD | -0.3% | -62.3% | +62.0% | +49.5% |
| 1Y | -4.2% | -59.6% | +55.4% | +38.5% |
| All | +322.1% | -59.5% | +381.6% | +464.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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