+256.8%
FLEX vs COR
+74.4%
+182.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +3.8% |
| 7D | -19.3% | +0.8% | -20.1% | -18.8% |
| 30D | -41.5% | +5.1% | -46.7% | -39.9% |
| 3M | -43.1% | +2.8% | -45.9% | -42.0% |
| 6M | -48.2% | +32.5% | -80.7% | -40.9% |
| YTD | +15.5% | -0.7% | +16.1% | +28.3% |
| 1Y | +10.2% | -6.7% | +16.9% | +21.9% |
| 3Y | +256.8% | +73.7% | +183.1% | +328.5% |
| All | +256.8% | +74.4% | +182.4% | +328.5% |
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