+318.0%
CORZ vs A
+33.4%
+284.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.3% |
| 7D | +26.4% | +0.7% | +25.6% | +26.0% |
| 30D | -6.8% | +0.8% | -7.6% | -6.6% |
| 3M | -31.1% | +16.9% | -48.0% | -35.0% |
| 6M | -36.9% | +53.8% | -90.7% | -47.7% |
| YTD | -1.2% | +28.1% | -29.3% | -11.2% |
| 1Y | -12.5% | +15.0% | -27.6% | -17.2% |
| All | +318.0% | +33.4% | +284.6% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling