+323.5%
CORZ vs ALC
-6.0%
+329.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.2% | +13.1% | +11.1% |
| 7D | +14.2% | -6.3% | +20.5% | +14.5% |
| 30D | -3.0% | +12.6% | -15.6% | -4.6% |
| 3M | -26.3% | -3.8% | -22.4% | -25.8% |
| 6M | -36.5% | +16.8% | -53.3% | -38.9% |
| YTD | +0.1% | -7.6% | +7.7% | +2.1% |
| 1Y | -15.9% | -5.9% | -10.0% | -14.9% |
| All | +323.5% | -6.0% | +329.6% | +341.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling