+241.9%
CORZ vs ADM
+47.0%
+194.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.3% |
| 7D | -11.2% | -9.0% | -2.2% | -11.3% |
| 30D | -26.2% | -14.0% | -12.2% | -26.2% |
| 3M | -44.1% | -9.2% | -35.0% | -44.4% |
| 6M | -52.3% | -9.2% | -43.1% | -52.3% |
| YTD | -19.2% | +24.2% | -43.4% | -19.0% |
| 1Y | -42.9% | +27.0% | -69.8% | -42.5% |
| All | +241.9% | +47.0% | +194.9% | +278.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling