+281.7%
CORZ vs A
+37.1%
+244.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.8% |
| 7D | -7.8% | +1.4% | -9.2% | -8.2% |
| 30D | -14.8% | +4.3% | -19.1% | -15.8% |
| 3M | -32.5% | +19.8% | -52.2% | -37.0% |
| 6M | -42.7% | +54.4% | -97.1% | -52.5% |
| YTD | -9.8% | +31.7% | -41.5% | -19.9% |
| 1Y | -31.9% | +22.4% | -54.4% | -37.5% |
| All | +281.7% | +37.1% | +244.5% | +220.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling