+322.1%
CORZ vs ALC
-3.9%
+326.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.8% |
| 7D | +23.5% | -1.1% | +24.6% | +23.5% |
| 30D | +7.5% | +16.0% | -8.6% | +5.5% |
| 3M | -26.6% | +0.8% | -27.4% | -26.5% |
| 6M | -39.5% | +16.8% | -56.3% | -41.5% |
| YTD | -0.3% | -5.5% | +5.2% | +1.7% |
| 1Y | -4.2% | -5.3% | +1.0% | -2.6% |
| All | +322.1% | -3.9% | +326.0% | +340.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling