-10.7%
CMG vs CORZ
+32.3%
-43.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -2.8% | +8.4% | -11.2% | -3.1% |
| 30D | +7.1% | -17.8% | +25.0% | +7.8% |
| 3M | +31.2% | -35.9% | +67.1% | +31.1% |
| 6M | +0.7% | +12.9% | -12.3% | -2.3% |
| YTD | -0.1% | +22.9% | -23.0% | -2.7% |
| 1Y | -10.7% | +31.4% | -42.1% | -7.4% |
| All | -10.7% | +32.3% | -43.1% | -7.4% |
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