+303.1%
FLEX vs COR
+81.1%
+222.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.4% | +3.9% |
| 7D | +2.2% | -1.2% | +3.4% | +1.2% |
| 30D | -32.6% | +7.6% | -40.3% | -30.3% |
| 3M | -35.5% | +5.0% | -40.5% | -33.8% |
| 6M | -45.6% | +35.3% | -80.9% | -37.3% |
| YTD | +30.7% | +4.2% | +26.5% | +47.9% |
| 1Y | +28.4% | -3.4% | +31.8% | +44.5% |
| All | +303.1% | +81.1% | +222.0% | +394.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling