+269.8%
CORZ vs ACM
-18.3%
+288.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +5.2% | +3.0% | +5.1% |
| 7D | +1.7% | +6.9% | -5.2% | -2.1% |
| 30D | -17.5% | +19.1% | -36.5% | -25.6% |
| 3M | -39.5% | -6.9% | -32.5% | -37.0% |
| 6M | -44.5% | -12.0% | -32.5% | -40.4% |
| YTD | -12.6% | -25.1% | +12.5% | +5.2% |
| 1Y | -37.0% | -45.4% | +8.4% | +2.6% |
| All | +269.8% | -18.3% | +288.1% | +290.3% |
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