+1,030.3%
CLS vs CORZ
+223.2%
+807.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.3% | +3.3% | +5.4% |
| 7D | +10.9% | +0.3% | +10.7% | +10.9% |
| 30D | +2.1% | -14.0% | +16.1% | +7.4% |
| 3M | -10.2% | -34.1% | +23.9% | +2.1% |
| 6M | +30.4% | +8.5% | +21.9% | +27.4% |
| YTD | +17.2% | +23.2% | -6.0% | +9.9% |
| 1Y | +41.0% | +15.4% | +25.7% | +34.9% |
| All | +1,030.3% | +223.2% | +807.1% | +847.3% |
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 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