-32.5%
CMCSA vs CORZ
+213.0%
-245.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.3% | +2.3% |
| 7D | -5.6% | -3.0% | -2.6% | -5.6% |
| 30D | -1.9% | -12.1% | +10.2% | -2.0% |
| 3M | +6.4% | -32.4% | +38.8% | +6.3% |
| 6M | -16.9% | +12.4% | -29.3% | -17.0% |
| YTD | -6.8% | +19.3% | -26.1% | -7.0% |
| 1Y | -15.9% | +8.6% | -24.5% | -16.1% |
| All | -32.5% | +213.0% | -245.4% | -31.0% |
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