-0.7%
CDNS vs CORZ
+222.3%
-223.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -14.0% | +8.4% | -22.4% | -15.1% |
| 30D | -13.2% | -17.8% | +4.7% | -10.8% |
| 3M | -28.9% | -35.9% | +7.0% | -24.8% |
| 6M | -4.2% | +12.9% | -17.1% | -7.2% |
| YTD | -6.4% | +22.9% | -29.2% | -10.9% |
| 1Y | -16.2% | +31.4% | -47.6% | -21.7% |
| All | -0.7% | +222.3% | -223.1% | -19.5% |
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