-41.3%
CORZ vs AGG
-0.5%
-40.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +0.5% | -10.9% | -11.3% |
| 7D | -14.9% | +0.5% | -15.4% | -16.0% |
| 30D | -23.1% | +2.4% | -25.5% | -28.4% |
| 3M | -44.1% | -1.0% | -43.1% | -41.7% |
| 6M | -39.5% | -0.9% | -38.6% | -36.7% |
| YTD | -12.4% | -0.9% | -11.5% | -8.3% |
| 1Y | -41.3% | -0.5% | -40.8% | -38.8% |
| All | -41.3% | -0.5% | -40.8% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling