+329.9%
COR vs Z
+6.9%
+323.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.7% |
| 7D | +0.8% | -4.6% | +5.4% | +1.1% |
| 30D | +5.1% | +8.3% | -3.2% | +4.6% |
| 3M | +2.8% | -11.6% | +14.4% | +3.4% |
| 6M | +32.5% | -33.6% | +66.2% | +35.0% |
| YTD | -0.7% | -56.7% | +56.0% | +3.4% |
| 1Y | -6.7% | -59.1% | +52.4% | -2.7% |
| 3Y | +73.7% | -20.4% | +94.1% | +70.2% |
| 5Y | +177.9% | -55.3% | +233.1% | +178.5% |
| 10Y | +533.8% | -14.2% | +548.0% | +427.0% |
| All | +329.9% | +6.9% | +323.1% | +240.9% |
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