+14.4%
COF vs CORZ
+23.5%
-9.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.3% |
| 7D | -2.7% | +7.6% | -10.3% | -3.0% |
| 30D | -3.4% | -6.9% | +3.6% | -3.2% |
| 3M | +15.4% | -33.0% | +48.4% | +17.4% |
| 6M | +14.4% | +19.3% | -4.9% | +8.5% |
| All | +14.4% | +23.5% | -9.1% | +8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling