+444.5%
CORZ vs AGG
+9.3%
+435.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.8% |
| 7D | +16.6% | +0.1% | +16.4% | +16.4% |
| 30D | -10.9% | -0.4% | -10.5% | -10.4% |
| 3M | -31.0% | -0.3% | -30.7% | -30.6% |
| 6M | +26.0% | -1.2% | +27.3% | +27.8% |
| YTD | +28.6% | -0.4% | +29.0% | +29.7% |
| 1Y | +34.5% | +0.4% | +34.1% | +34.8% |
| All | +444.5% | +9.3% | +435.2% | +412.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling