+326.6%
COR vs Z
+25.1%
+301.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.3% | -1.7% |
| 7D | +2.8% | -3.0% | +5.8% | +2.9% |
| 30D | +4.5% | -4.2% | +8.7% | +4.7% |
| 3M | +22.7% | -3.7% | +26.4% | +22.7% |
| 6M | -9.7% | -24.5% | +14.8% | -8.7% |
| YTD | -1.4% | -49.3% | +47.9% | +1.8% |
| 1Y | +13.9% | -58.7% | +72.6% | +18.9% |
| 3Y | +94.0% | -34.1% | +128.1% | +93.5% |
| 5Y | +184.0% | -64.5% | +248.6% | +191.1% |
| 10Y | +406.8% | -0.5% | +407.2% | +318.3% |
| All | +326.6% | +25.1% | +301.5% | +235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling