+241.9%
CORZ vs AA
+35.0%
+206.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.4% | +1.9% |
| 7D | -11.2% | +0.9% | -12.1% | -11.7% |
| 30D | -26.2% | -6.7% | -19.5% | -23.5% |
| 3M | -44.1% | -16.3% | -27.8% | -39.3% |
| 6M | -52.3% | -37.1% | -15.1% | -41.1% |
| YTD | -19.2% | -25.0% | +5.8% | -10.8% |
| 1Y | -42.9% | +8.6% | -51.5% | -47.8% |
| All | +241.9% | +35.0% | +206.9% | +135.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling