+113.3%
CAT vs CORZ
+129.2%
-15.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.2% | -1.0% | +6.0% |
| 7D | -2.4% | +1.7% | -4.1% | -2.7% |
| 30D | -25.0% | -17.5% | -7.5% | -23.1% |
| 3M | -28.7% | -39.5% | +10.7% | -23.9% |
| 6M | -33.0% | -44.5% | +11.5% | -28.1% |
| YTD | +5.4% | -12.6% | +18.1% | +6.7% |
| 1Y | +7.3% | -37.0% | +44.3% | +11.9% |
| All | +113.3% | +129.2% | -15.9% | +93.9% |
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