+269.8%
CORZ vs AG
+214.0%
+55.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.7% | +3.5% | +7.0% |
| 7D | +1.7% | +10.8% | -9.1% | -1.0% |
| 30D | -17.5% | -8.2% | -9.3% | -15.7% |
| 3M | -39.5% | -13.7% | -25.8% | -37.4% |
| 6M | -44.5% | -27.3% | -17.2% | -41.2% |
| YTD | -12.6% | -4.6% | -8.1% | -12.8% |
| 1Y | -37.0% | +39.4% | -76.4% | -41.5% |
| All | +269.8% | +214.0% | +55.8% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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