+22.8%
FLEX vs COR
-2.4%
+25.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.7% | +8.4% | +14.5% |
| 7D | -7.2% | +2.3% | -9.5% | -5.7% |
| 30D | -34.8% | +6.8% | -41.5% | -31.4% |
| 3M | -35.6% | +8.1% | -43.7% | -31.4% |
| 6M | -45.0% | +33.0% | -78.0% | -30.7% |
| YTD | +29.4% | +3.0% | +26.4% | +67.3% |
| All | +22.8% | -2.4% | +25.2% | +58.1% |
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