+19.3%
ADP vs CORZ
+237.5%
-218.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.7% | -8.2% | -3.4% |
| 7D | -5.5% | +16.6% | -22.0% | -5.2% |
| 30D | -1.2% | -10.9% | +9.6% | -1.4% |
| 3M | +17.9% | -31.0% | +48.9% | +17.8% |
| 6M | +20.3% | +26.0% | -5.7% | +19.5% |
| YTD | +5.8% | +28.6% | -22.8% | +5.1% |
| 1Y | -7.7% | +34.5% | -42.2% | -8.7% |
| All | +19.3% | +237.5% | -218.2% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling