+420.1%
CORZ vs A
+16.1%
+403.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.3% |
| 7D | +8.4% | -1.9% | +10.3% | +9.2% |
| 30D | -17.8% | +6.9% | -24.7% | -20.1% |
| 3M | -35.9% | +9.2% | -45.1% | -38.4% |
| 6M | +12.9% | +25.7% | -12.7% | +1.4% |
| YTD | +22.9% | +11.5% | +11.3% | +16.3% |
| 1Y | +31.4% | +18.4% | +13.0% | +19.2% |
| All | +420.1% | +16.1% | +403.9% | +364.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling