+241.9%
CORZ vs ACI
-35.2%
+277.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.4% | +6.7% | +2.1% |
| 7D | -11.2% | -2.2% | -9.0% | -11.7% |
| 30D | -26.2% | +10.3% | -36.5% | -23.4% |
| 3M | -44.1% | +7.2% | -51.3% | -42.3% |
| 6M | -52.3% | -18.0% | -34.2% | -52.5% |
| YTD | -19.2% | -22.0% | +2.8% | -20.1% |
| 1Y | -42.9% | -23.4% | -19.5% | -43.6% |
| All | +241.9% | -35.2% | +277.0% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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