-47.7%
CORZ vs A
+22.6%
-70.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.0% | -7.8% | -8.5% |
| 7D | -21.1% | -5.2% | -16.0% | -18.2% |
| 30D | -31.8% | +1.4% | -33.2% | -30.5% |
| 3M | -47.7% | +21.9% | -69.6% | -49.3% |
| All | -47.7% | +22.6% | -70.4% | -49.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling