+424.8%
FLEX vs COR
+203.9%
+220.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.0% | -7.0% | -3.6% |
| 7D | +7.5% | +7.8% | -0.4% | +8.5% |
| 30D | -25.3% | +7.0% | -32.3% | -24.5% |
| 3M | -39.7% | +16.3% | -55.9% | -38.3% |
| 6M | -47.9% | +41.3% | -89.1% | -45.6% |
| YTD | +24.1% | +7.1% | +17.0% | +32.6% |
| 1Y | +26.0% | -0.8% | +26.8% | +36.7% |
| 3Y | +282.7% | +85.0% | +197.7% | +237.0% |
| All | +424.8% | +203.9% | +220.9% | +222.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling