+8.1%
CARR vs CORZ
+223.2%
-215.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.8% | +1.1% |
| 7D | -3.8% | +0.3% | -4.0% | -3.8% |
| 30D | -8.9% | -14.0% | +5.1% | -7.7% |
| 3M | -17.3% | -34.1% | +16.8% | -14.6% |
| 6M | -1.4% | +8.5% | -9.9% | -3.1% |
| YTD | +10.0% | +23.2% | -13.2% | +6.3% |
| 1Y | -6.4% | +15.4% | -21.7% | -9.3% |
| All | +8.1% | +223.2% | -215.2% | -6.2% |
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 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