+241.9%
CORZ vs ALC
-2.8%
+244.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.4% | +3.4% |
| 7D | -11.2% | +4.9% | -16.1% | -11.6% |
| 30D | -26.2% | +19.0% | -45.2% | -27.7% |
| 3M | -44.1% | +7.8% | -51.9% | -44.6% |
| 6M | -52.3% | +14.6% | -66.8% | -53.4% |
| YTD | -19.2% | -4.4% | -14.8% | -17.7% |
| 1Y | -42.9% | +1.4% | -44.3% | -43.3% |
| All | +241.9% | -2.8% | +244.7% | +256.2% |
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