+230.4%
FLEX vs CORZ
+136.6%
+93.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -3.6% |
| 7D | -13.6% | -7.8% | -5.8% | -11.3% |
| 30D | -36.5% | -14.8% | -21.7% | -33.4% |
| 3M | -36.4% | -32.5% | -4.0% | -29.4% |
| 6M | -46.5% | -42.7% | -3.8% | -38.5% |
| YTD | +25.9% | -9.8% | +35.8% | +33.0% |
| 1Y | +19.6% | -31.9% | +51.5% | +31.8% |
| All | +230.4% | +136.6% | +93.8% | +223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling