+230.8%
CORZ vs ACWI
+54.1%
+176.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.8% | -7.0% | -1.1% |
| 7D | -21.1% | -4.0% | -17.1% | -12.3% |
| 30D | -31.8% | -5.8% | -26.0% | -19.6% |
| 3M | -47.7% | -5.0% | -42.7% | -39.4% |
| 6M | -48.7% | +0.7% | -49.4% | -47.6% |
| YTD | -21.8% | +8.4% | -30.3% | -32.1% |
| 1Y | -47.8% | +10.1% | -57.9% | -56.1% |
| All | +230.8% | +54.1% | +176.7% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling