+1,005.1%
FLEX vs COR
+405.8%
+599.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.9% |
| 7D | -0.9% | +2.8% | -3.7% | -1.6% |
| 30D | -10.1% | +4.5% | -14.7% | -11.2% |
| 3M | -31.3% | +22.7% | -54.0% | -35.3% |
| 6M | +71.3% | -9.7% | +81.0% | +75.3% |
| YTD | +81.2% | -1.4% | +82.7% | +79.9% |
| 1Y | +98.5% | +13.9% | +84.6% | +86.2% |
| 3Y | +428.2% | +94.0% | +334.3% | +289.7% |
| 5Y | +657.3% | +184.0% | +473.3% | +370.9% |
| All | +1,005.1% | +405.8% | +599.3% | +484.7% |
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