-32.4%
CMCSA vs CORZ
+223.2%
-255.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | +0.2% |
| 7D | -4.9% | +0.3% | -5.1% | -4.9% |
| 30D | -1.1% | -14.0% | +13.0% | -1.2% |
| 3M | +6.6% | -34.1% | +40.7% | +6.4% |
| 6M | -15.5% | +8.5% | -23.9% | -15.5% |
| YTD | -6.7% | +23.2% | -29.9% | -6.9% |
| 1Y | -15.6% | +15.4% | -31.0% | -15.9% |
| All | -32.4% | +223.2% | -255.6% | -30.9% |
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