+65.5%
COF vs CORZ
+223.2%
-157.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.2% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | -6.0% | -14.0% | +8.0% | -4.7% |
| 3M | +14.8% | -34.1% | +48.9% | +18.9% |
| 6M | +15.3% | +8.5% | +6.9% | +12.3% |
| YTD | -13.0% | +23.2% | -36.3% | -16.9% |
| 1Y | -5.7% | +15.4% | -21.1% | -9.9% |
| All | +65.5% | +223.2% | -157.8% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling