-7.1%
CMG vs CORZ
+12.0%
-19.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.1% |
| 7D | -2.1% | +0.3% | -2.3% | -2.1% |
| 30D | +10.9% | -14.0% | +24.9% | +11.6% |
| 3M | +15.8% | -34.1% | +49.9% | +16.1% |
| 6M | +6.9% | +8.5% | -1.5% | +3.4% |
| YTD | -2.2% | +23.2% | -25.4% | -5.4% |
| 1Y | -7.1% | +15.4% | -22.5% | -8.6% |
| All | -7.1% | +12.0% | -19.0% | -8.6% |
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