+269.8%
CORZ vs AFL
+55.9%
+213.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.9% | +7.2% | +8.1% |
| 7D | +1.7% | +0.5% | +1.2% | +1.7% |
| 30D | -17.5% | +9.3% | -26.8% | -18.2% |
| 3M | -39.5% | +1.0% | -40.5% | -39.3% |
| 6M | -44.5% | +11.8% | -56.4% | -45.9% |
| YTD | -12.6% | +15.3% | -28.0% | -16.6% |
| 1Y | -37.0% | +12.1% | -49.0% | -39.1% |
| All | +269.8% | +55.9% | +213.9% | +189.2% |
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