+181.4%
COR vs Z
-55.4%
+236.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.8% |
| 7D | +0.8% | -4.6% | +5.4% | +0.9% |
| 30D | +5.1% | +8.3% | -3.2% | +5.2% |
| 3M | +2.8% | -11.6% | +14.4% | +2.9% |
| 6M | +32.5% | -33.6% | +66.2% | +32.4% |
| YTD | -0.7% | -56.7% | +56.0% | -0.6% |
| 1Y | -6.7% | -59.1% | +52.4% | -6.6% |
| 3Y | +73.7% | -20.4% | +94.1% | +71.1% |
| All | +181.4% | -55.4% | +236.8% | +180.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling