+323.5%
CORZ vs ADM
+49.0%
+274.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.3% | +8.6% | +11.0% |
| 7D | +14.2% | +0.1% | +14.1% | +14.2% |
| 30D | -3.0% | -11.8% | +8.8% | -3.0% |
| 3M | -26.3% | -11.3% | -15.0% | -26.5% |
| 6M | -36.5% | -10.0% | -26.5% | -36.5% |
| YTD | +0.1% | +25.9% | -25.8% | +0.4% |
| 1Y | -15.9% | +26.7% | -42.5% | -15.5% |
| All | +323.5% | +49.0% | +274.6% | +369.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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