+491.1%
COR vs Z
-16.5%
+507.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +2.6% |
| 7D | +7.6% | +0.8% | +6.8% | +7.6% |
| 30D | +6.8% | +5.2% | +1.6% | +6.5% |
| 3M | +16.0% | -17.0% | +33.1% | +16.9% |
| 6M | +41.0% | -22.7% | +63.7% | +42.4% |
| YTD | +6.9% | -56.3% | +63.3% | +10.9% |
| 1Y | -1.0% | -57.7% | +56.6% | +2.8% |
| 3Y | +84.6% | -16.5% | +101.2% | +80.3% |
| 5Y | +203.3% | -53.4% | +256.7% | +202.9% |
| All | +491.1% | -16.5% | +507.5% | +391.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling