+442.4%
FLEX vs COR
+93.9%
+348.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +0.6% |
| 7D | -0.9% | +2.8% | -3.7% | +0.4% |
| 30D | -10.1% | +4.5% | -14.7% | -8.0% |
| 3M | -31.3% | +22.7% | -54.0% | -24.2% |
| 6M | +71.3% | -9.7% | +81.0% | +87.9% |
| YTD | +81.2% | -1.4% | +82.7% | +99.5% |
| 1Y | +98.5% | +13.9% | +84.6% | +122.6% |
| All | +442.4% | +93.9% | +348.5% | +630.2% |
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