+444.5%
CORZ vs AFL
+43.4%
+401.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.7% | +6.4% | +4.9% |
| 7D | +16.6% | -0.7% | +17.3% | +16.7% |
| 30D | -10.9% | -7.1% | -3.7% | -9.9% |
| 3M | -31.0% | +0.4% | -31.4% | -31.6% |
| 6M | +26.0% | +4.5% | +21.5% | +23.0% |
| YTD | +28.6% | +6.1% | +22.6% | +23.8% |
| 1Y | +34.5% | +10.6% | +23.9% | +25.5% |
| All | +444.5% | +43.4% | +401.1% | +329.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 5y: compounded portfolio wealth divided by compounded AFL 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…
5y analysis · Full analysis span regression · 6 months rolling