+239.4%
FLEX vs CORZ
+129.2%
+110.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +8.2% | +3.9% | +9.7% |
| 7D | -7.2% | +1.7% | -8.9% | -7.1% |
| 30D | -34.8% | -17.5% | -17.3% | -30.9% |
| 3M | -35.6% | -39.5% | +3.9% | -26.5% |
| 6M | -45.0% | -44.5% | -0.5% | -36.3% |
| YTD | +29.4% | -12.6% | +42.0% | +38.0% |
| 1Y | +24.8% | -37.0% | +61.8% | +39.9% |
| All | +239.4% | +129.2% | +110.2% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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