+269.8%
CORZ vs ALC
-2.6%
+272.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.3% | +7.9% | +8.1% |
| 7D | +1.7% | +2.1% | -0.3% | +1.6% |
| 30D | -17.5% | +17.2% | -34.7% | -19.0% |
| 3M | -39.5% | +4.6% | -44.1% | -39.7% |
| 6M | -44.5% | +20.1% | -64.6% | -46.5% |
| YTD | -12.6% | -4.2% | -8.4% | -11.0% |
| 1Y | -37.0% | +2.1% | -39.1% | -37.6% |
| All | +269.8% | -2.6% | +272.3% | +285.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling