-15.9%
CORZ vs AA
+6.6%
-22.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.7% | +8.3% | +9.6% |
| 7D | +14.2% | +1.1% | +13.1% | +13.8% |
| 30D | -3.0% | -1.3% | -1.7% | -2.2% |
| 3M | -26.3% | -23.9% | -2.3% | -16.5% |
| 6M | -36.5% | -36.8% | +0.3% | -23.3% |
| YTD | +0.1% | -22.2% | +22.2% | +0.6% |
| 1Y | -15.9% | +10.4% | -26.2% | -31.5% |
| All | -15.9% | +6.6% | -22.5% | -31.5% |
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