-48.7%
CORZ vs ACM
-20.8%
-27.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.2% | -8.6% | -10.8% |
| 7D | -21.1% | +5.1% | -26.2% | -21.1% |
| 30D | -31.8% | +11.5% | -43.3% | -31.9% |
| 3M | -47.7% | -10.5% | -37.3% | -45.7% |
| 6M | -48.7% | -20.4% | -28.4% | -44.0% |
| All | -48.7% | -20.8% | -27.9% | -44.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling