+230.8%
CORZ vs ALC
-0.7%
+231.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.0% | -9.8% | -10.8% |
| 7D | -21.1% | +7.6% | -28.8% | -21.6% |
| 30D | -31.8% | +21.1% | -52.9% | -33.2% |
| 3M | -47.7% | +8.5% | -56.2% | -48.1% |
| 6M | -48.7% | +2.8% | -51.5% | -48.7% |
| YTD | -21.8% | -2.4% | -19.4% | -20.4% |
| 1Y | -47.8% | +3.5% | -51.3% | -48.3% |
| All | +230.8% | -0.7% | +231.5% | +244.3% |
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