-24.2%
CORZ vs ALC
-2.5%
-21.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.7% | +2.6% |
| 7D | -7.8% | +2.3% | -10.1% | -6.5% |
| 30D | -14.8% | +15.5% | -30.3% | -10.0% |
| 3M | -32.5% | +0.6% | -33.0% | -31.3% |
| 6M | -42.7% | +18.4% | -61.1% | -39.5% |
| YTD | -9.8% | -5.6% | -4.3% | -4.9% |
| All | -24.2% | -2.5% | -21.6% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling