+420.1%
CORZ vs AG
+314.9%
+105.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.4% |
| 7D | +8.4% | +1.0% | +7.3% | +8.1% |
| 30D | -17.8% | +19.2% | -37.0% | -21.1% |
| 3M | -35.9% | +6.2% | -42.1% | -37.3% |
| 6M | +12.9% | -26.7% | +39.6% | +17.6% |
| YTD | +22.9% | +26.1% | -3.2% | +14.9% |
| 1Y | +31.4% | +131.7% | -100.3% | +8.4% |
| All | +420.1% | +314.9% | +105.1% | +250.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling