+420.1%
CORZ vs ADM
+77.7%
+342.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +8.4% | +3.8% | +4.6% | +8.1% |
| 30D | -17.8% | +9.8% | -27.6% | -18.3% |
| 3M | -35.9% | +2.1% | -38.0% | -35.8% |
| 6M | +12.9% | +27.5% | -14.6% | +12.4% |
| YTD | +22.9% | +50.2% | -27.3% | +23.1% |
| 1Y | +31.4% | +40.6% | -9.2% | +31.5% |
| All | +420.1% | +77.7% | +342.3% | +475.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling