+153.7%
C vs CORZ
+162.5%
-8.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.0% | -9.4% | +0.4% |
| 7D | -0.4% | +14.2% | -14.6% | -2.0% |
| 30D | -5.3% | -3.0% | -2.3% | -5.6% |
| 3M | -8.0% | -26.3% | +18.3% | -5.6% |
| 6M | -0.3% | -36.5% | +36.3% | +3.2% |
| YTD | +8.6% | +0.1% | +8.6% | +6.1% |
| 1Y | +25.8% | -15.9% | +41.7% | +24.8% |
| All | +153.7% | +162.5% | -8.8% | +125.7% |
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