+425.9%
CORZ vs AGG
+9.0%
+416.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.1% |
| 7D | +7.6% | -0.2% | +7.8% | +7.8% |
| 30D | -6.9% | -0.2% | -6.7% | -6.6% |
| 3M | -33.0% | -0.7% | -32.3% | -32.3% |
| 6M | +19.3% | -1.8% | +21.1% | +21.5% |
| YTD | +24.2% | -0.6% | +24.8% | +25.6% |
| 1Y | +24.5% | +0.4% | +24.1% | +25.0% |
| All | +425.9% | +9.0% | +416.9% | +396.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling