+42.0%
CCL vs CORZ
+213.0%
-171.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.4% |
| 7D | -4.3% | -3.0% | -1.3% | -3.9% |
| 30D | -19.0% | -12.1% | -6.9% | -17.5% |
| 3M | -13.1% | -32.4% | +19.3% | -8.6% |
| 6M | -13.3% | +12.4% | -25.6% | -16.7% |
| YTD | -25.2% | +19.3% | -44.5% | -29.3% |
| 1Y | -27.2% | +8.6% | -35.8% | -30.7% |
| All | +42.0% | +213.0% | -171.0% | +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 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