+38.8%
ADP vs CORZ
+161.6%
-122.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.7% |
| 7D | +2.2% | +23.5% | -21.3% | +2.7% |
| 30D | +10.6% | +7.5% | +3.1% | +10.9% |
| 3M | +12.9% | -26.6% | +39.5% | +12.6% |
| 6M | +50.6% | -39.5% | +90.1% | +50.2% |
| YTD | +23.2% | -0.3% | +23.5% | +22.0% |
| 1Y | +25.3% | -4.2% | +29.5% | +24.1% |
| All | +38.8% | +161.6% | -122.8% | +37.4% |
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