+241.9%
CORZ vs AG
+200.0%
+41.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +2.9% |
| 7D | -11.2% | +6.3% | -17.6% | -12.8% |
| 30D | -26.2% | -8.9% | -17.3% | -24.5% |
| 3M | -44.1% | -12.2% | -31.9% | -42.4% |
| 6M | -52.3% | -28.3% | -24.0% | -49.2% |
| YTD | -19.2% | -8.8% | -10.4% | -18.6% |
| 1Y | -42.9% | +39.4% | -82.2% | -46.9% |
| All | +241.9% | +200.0% | +41.9% | +148.0% |
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