+322.1%
CORZ vs ACWI
+57.8%
+264.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.7% |
| 7D | +23.5% | +2.4% | +21.0% | +16.5% |
| 30D | +7.5% | -1.7% | +9.1% | +13.4% |
| 3M | -26.6% | -3.9% | -22.7% | -17.1% |
| 6M | -39.5% | +0.8% | -40.3% | -38.6% |
| YTD | -0.3% | +11.0% | -11.3% | -18.1% |
| 1Y | -4.2% | +13.1% | -17.3% | -24.5% |
| All | +322.1% | +57.8% | +264.3% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling