-5.1%
COF vs CORZ
-41.7%
+36.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -10.4% | +9.2% | -0.4% |
| 7D | +0.7% | -14.9% | +15.6% | +1.8% |
| 30D | +5.7% | -23.1% | +28.9% | +7.5% |
| 3M | -6.7% | -44.1% | +37.4% | -3.1% |
| 6M | +9.5% | -39.5% | +49.0% | +11.4% |
| YTD | -13.9% | -12.4% | -1.5% | -16.8% |
| 1Y | -5.1% | -41.3% | +36.2% | -5.8% |
| All | -5.1% | -41.7% | +36.6% | -5.8% |
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