+241.9%
CORZ vs FLUT
-59.2%
+301.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.9% | +3.8% |
| 7D | -11.2% | -1.1% | -10.2% | -11.4% |
| 30D | -26.2% | +7.7% | -33.9% | -28.7% |
| 3M | -44.1% | -12.2% | -32.0% | -42.6% |
| 6M | -52.3% | -17.6% | -34.7% | -51.1% |
| YTD | -19.2% | -62.0% | +42.8% | +20.7% |
| 1Y | -42.9% | -62.3% | +19.4% | -14.8% |
| All | +241.9% | -59.2% | +301.0% | +355.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling