+31.4%
CORZ vs AA
+63.2%
-31.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.8% |
| 7D | +8.4% | -0.7% | +9.1% | +8.6% |
| 30D | -17.8% | +5.0% | -22.8% | -19.7% |
| 3M | -35.9% | -35.8% | -0.1% | -25.9% |
| 6M | +12.9% | -18.4% | +31.3% | +18.8% |
| YTD | +22.9% | -5.5% | +28.3% | +22.4% |
| 1Y | +31.4% | +61.0% | -29.6% | +30.8% |
| All | +31.4% | +63.2% | -31.9% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling