+104.7%
FLEX vs COR
+11.7%
+93.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.3% | +3.0% |
| 7D | +7.0% | -1.9% | +8.9% | +5.6% |
| 30D | -5.8% | +1.5% | -7.3% | -4.4% |
| 3M | -24.2% | +18.7% | -42.9% | -13.5% |
| 6M | +90.8% | -9.0% | +99.8% | +127.9% |
| YTD | +89.2% | -3.3% | +92.5% | +125.8% |
| 1Y | +104.7% | +9.8% | +94.9% | +144.4% |
| All | +104.7% | +11.7% | +93.0% | +144.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling