+241.9%
CORZ vs ACM
-22.4%
+264.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -11.2% | +5.4% | -16.6% | -14.1% |
| 30D | -26.2% | +15.1% | -41.3% | -32.3% |
| 3M | -44.1% | -10.5% | -33.7% | -40.7% |
| 6M | -52.3% | -19.7% | -32.6% | -45.2% |
| YTD | -19.2% | -28.8% | +9.6% | +0.1% |
| 1Y | -42.9% | -47.9% | +5.0% | -4.9% |
| All | +241.9% | -22.4% | +264.2% | +271.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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