+420.1%
CORZ vs AFL
+45.9%
+374.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +8.4% | +0.6% | +7.8% | +8.3% |
| 30D | -17.8% | -6.2% | -11.6% | -17.0% |
| 3M | -35.9% | +2.2% | -38.1% | -36.6% |
| 6M | +12.9% | +5.3% | +7.7% | +10.3% |
| YTD | +22.9% | +8.0% | +14.9% | +18.0% |
| 1Y | +31.4% | +10.2% | +21.1% | +23.8% |
| All | +420.1% | +45.9% | +374.1% | +309.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling