+351.0%
COR vs Z
+6.6%
+344.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | -1.2% | -13.1% | +11.9% | -0.4% |
| 30D | +7.6% | +5.9% | +1.8% | +7.2% |
| 3M | +5.0% | -13.7% | +18.7% | +5.6% |
| 6M | +35.3% | -27.1% | +62.4% | +37.2% |
| YTD | +4.2% | -56.8% | +61.0% | +8.4% |
| 1Y | -3.4% | -60.2% | +56.8% | +0.9% |
| 3Y | +81.1% | -19.7% | +100.8% | +77.3% |
| 5Y | +195.8% | -53.7% | +249.5% | +195.6% |
| 10Y | +493.6% | -16.9% | +510.5% | +395.3% |
| All | +351.0% | +6.6% | +344.4% | +257.6% |
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