+46.6%
CCL vs CORZ
+237.5%
-190.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.7% | -6.0% | -2.1% |
| 7D | -0.1% | +16.6% | -16.7% | -2.6% |
| 30D | -20.0% | -10.9% | -9.1% | -18.7% |
| 3M | -13.7% | -31.0% | +17.4% | -9.4% |
| 6M | -9.0% | +26.0% | -35.1% | -14.1% |
| YTD | -22.8% | +28.6% | -51.5% | -27.9% |
| 1Y | -25.3% | +34.5% | -59.8% | -31.5% |
| All | +46.6% | +237.5% | -190.9% | +8.3% |
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