+640.4%
FLEX vs COR
+534.3%
+106.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.7% | +8.4% | +11.1% |
| 7D | -7.2% | +2.3% | -9.5% | -7.6% |
| 30D | -34.8% | +6.8% | -41.5% | -35.9% |
| 3M | -35.6% | +8.1% | -43.7% | -37.0% |
| 6M | -45.0% | +33.0% | -78.0% | -49.7% |
| YTD | +29.4% | +3.0% | +26.4% | +26.7% |
| 1Y | +24.8% | -3.4% | +28.2% | +25.2% |
| 3Y | +304.4% | +80.1% | +224.3% | +202.9% |
| 5Y | +484.1% | +194.7% | +289.3% | +243.3% |
| 10Y | +640.4% | +512.3% | +128.1% | +245.0% |
| All | +640.4% | +534.3% | +106.1% | +245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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