+420.1%
CORZ vs ACM
-23.0%
+443.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +8.4% | -3.7% | +12.1% | +10.9% |
| 30D | -17.8% | -11.1% | -6.7% | -12.1% |
| 3M | -35.9% | -8.0% | -27.9% | -33.5% |
| 6M | +12.9% | -29.7% | +42.6% | +44.7% |
| YTD | +22.9% | -29.4% | +52.2% | +53.6% |
| 1Y | +31.4% | -46.4% | +77.8% | +110.5% |
| All | +420.1% | -23.0% | +443.0% | +469.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling