-4.2%
CORZ vs AA
-0.3%
-3.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.7% | +1.9% |
| 7D | +23.5% | +0.5% | +23.0% | +23.2% |
| 30D | +7.5% | -0.6% | +8.1% | +7.9% |
| 3M | -26.6% | -19.7% | -6.9% | -18.4% |
| 6M | -39.5% | -41.6% | +2.1% | -23.8% |
| YTD | -0.3% | -24.6% | +24.4% | +0.5% |
| 1Y | -4.2% | +4.9% | -9.1% | -24.0% |
| All | -4.2% | -0.3% | -3.9% | -24.0% |
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