+23.6%
ADP vs CORZ
+222.3%
-198.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.4% | +8.4% | -11.8% | -3.3% |
| 30D | +2.8% | -17.8% | +20.6% | +2.5% |
| 3M | +20.9% | -35.9% | +56.8% | +20.8% |
| 6M | +29.9% | +12.9% | +16.9% | +29.0% |
| YTD | +9.6% | +22.9% | -13.2% | +8.8% |
| 1Y | -5.3% | +31.4% | -36.6% | -6.4% |
| All | +23.6% | +222.3% | -198.8% | +22.5% |
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