+269.8%
CORZ vs ACWI
+58.1%
+211.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.6% | +5.6% | +1.5% |
| 7D | +1.7% | +0.3% | +1.4% | +0.9% |
| 30D | -17.5% | -2.8% | -14.6% | -10.1% |
| 3M | -39.5% | -3.2% | -36.3% | -33.1% |
| 6M | -44.5% | +1.3% | -45.8% | -44.4% |
| YTD | -12.6% | +11.2% | -23.9% | -28.7% |
| 1Y | -37.0% | +13.8% | -50.8% | -51.2% |
| All | +269.8% | +58.1% | +211.7% | +52.6% |
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