-28.3%
CAT vs CORZ
-39.3%
+11.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.2% | -1.0% | +4.5% |
| 7D | -2.4% | +1.7% | -4.1% | -3.2% |
| 30D | -25.0% | -17.5% | -7.5% | -21.3% |
| All | -28.3% | -39.3% | +11.0% | -20.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling