+9.3%
CME vs CORZ
+32.3%
-23.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | +8.4% | -9.9% | -1.0% |
| 30D | +6.2% | -17.8% | +24.1% | +5.2% |
| 3M | +10.4% | -35.9% | +46.3% | +8.4% |
| 6M | -9.5% | +12.9% | -22.5% | -9.7% |
| YTD | +6.0% | +22.9% | -16.9% | +6.3% |
| 1Y | +9.3% | +31.4% | -22.1% | +11.8% |
| All | +9.3% | +32.3% | -23.0% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling