+181.4%
C vs CORZ
+213.0%
-31.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.0% |
| 7D | +0.3% | -3.0% | +3.2% | +0.6% |
| 30D | +2.0% | -12.1% | +14.1% | +3.3% |
| 3M | +4.4% | -32.4% | +36.8% | +8.1% |
| 6M | +28.3% | +12.4% | +16.0% | +25.0% |
| YTD | +20.5% | +19.3% | +1.2% | +16.3% |
| 1Y | +45.5% | +8.6% | +36.9% | +41.0% |
| All | +181.4% | +213.0% | -31.6% | +147.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling