+512.3%
COR vs Z
-11.7%
+523.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +3.5% |
| 7D | +2.3% | -5.2% | +7.5% | +2.6% |
| 30D | +6.8% | +5.7% | +1.0% | +6.4% |
| 3M | +8.1% | -8.7% | +16.9% | +8.4% |
| 6M | +33.0% | -26.0% | +59.0% | +34.5% |
| YTD | +3.0% | -55.0% | +58.0% | +6.6% |
| 1Y | -3.4% | -58.0% | +54.6% | +0.3% |
| 3Y | +80.1% | -15.2% | +95.3% | +75.9% |
| 5Y | +194.7% | -53.8% | +248.5% | +194.9% |
| 10Y | +512.3% | -14.5% | +526.8% | +421.2% |
| All | +512.3% | -11.7% | +523.9% | +421.2% |
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