+19.6%
CME vs CORZ
-41.7%
+61.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -10.4% | +11.8% | +0.6% |
| 7D | +4.8% | -14.9% | +19.8% | +3.8% |
| 30D | +14.2% | -23.1% | +37.3% | +12.6% |
| 3M | +17.9% | -44.1% | +62.0% | +14.3% |
| 6M | +7.2% | -39.5% | +46.8% | +4.1% |
| YTD | +16.7% | -12.4% | +29.1% | +14.6% |
| 1Y | +19.6% | -41.3% | +60.9% | +16.3% |
| All | +19.6% | -41.7% | +61.2% | +16.3% |
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 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