+85.0%
COR vs Z
-18.1%
+103.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.5% | -0.5% | +3.0% |
| 7D | +7.8% | +0.8% | +7.0% | +7.8% |
| 30D | +7.0% | +5.2% | +1.8% | +7.3% |
| 3M | +16.3% | -17.0% | +33.3% | +15.6% |
| 6M | +41.3% | -22.7% | +63.9% | +40.2% |
| YTD | +7.1% | -56.3% | +63.5% | +4.5% |
| 1Y | -0.8% | -57.7% | +56.8% | -3.3% |
| 3Y | +85.0% | -16.5% | +101.5% | +94.0% |
| All | +85.0% | -18.1% | +103.1% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling