-24.2%
CORZ vs ADM
+26.5%
-50.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.3% |
| 7D | -7.8% | -1.8% | -6.0% | -7.6% |
| 30D | -14.8% | -13.3% | -1.5% | -13.3% |
| 3M | -32.5% | -13.4% | -19.1% | -32.0% |
| 6M | -42.7% | -9.6% | -33.1% | -42.8% |
| YTD | -9.8% | +23.0% | -32.8% | -22.1% |
| All | -24.2% | +26.5% | -50.7% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling