+318.0%
CORZ vs AA
+38.1%
+279.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.6% |
| 7D | +26.4% | +5.3% | +21.1% | +23.2% |
| 30D | -6.8% | -2.3% | -4.6% | -5.5% |
| 3M | -31.1% | -20.8% | -10.3% | -22.6% |
| 6M | -36.9% | -39.8% | +2.9% | -20.4% |
| YTD | -1.2% | -23.3% | +22.1% | +7.9% |
| 1Y | -12.5% | +1.8% | -14.4% | -17.2% |
| All | +318.0% | +38.1% | +279.9% | +185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling