-22.8%
CMG vs CORZ
+225.9%
-248.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -2.3% |
| 7D | -6.5% | +7.6% | -14.1% | -7.0% |
| 30D | +12.1% | -6.9% | +19.0% | +12.5% |
| 3M | +20.6% | -33.0% | +53.6% | +23.0% |
| 6M | +2.1% | +19.3% | -17.2% | -0.8% |
| YTD | -2.6% | +24.2% | -26.9% | -5.9% |
| 1Y | -8.7% | +24.5% | -33.2% | -12.3% |
| All | -22.8% | +225.9% | -248.8% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling