-49.1%
ACN vs CORZ
+237.5%
-286.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.7% | -8.8% | -4.1% |
| 7D | -4.8% | +16.6% | -21.4% | -4.9% |
| 30D | +1.9% | -10.9% | +12.7% | +1.9% |
| 3M | +3.9% | -31.0% | +34.9% | +4.4% |
| 6M | -15.0% | +26.0% | -41.1% | -16.8% |
| YTD | -31.9% | +28.6% | -60.5% | -33.5% |
| 1Y | -28.5% | +34.5% | -63.0% | -30.6% |
| All | -49.1% | +237.5% | -286.6% | -54.3% |
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