+48.6%
CCL vs CORZ
+222.3%
-173.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -5.0% | +8.4% | -13.4% | -6.3% |
| 30D | -20.3% | -17.8% | -2.5% | -18.0% |
| 3M | -15.1% | -35.9% | +20.8% | -10.0% |
| 6M | -15.1% | +12.9% | -28.1% | -18.4% |
| YTD | -21.8% | +22.9% | -44.7% | -26.4% |
| 1Y | -24.8% | +31.4% | -56.1% | -30.7% |
| All | +48.6% | +222.3% | -173.8% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling