+420.1%
CORZ vs ALC
-8.6%
+428.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.3% |
| 7D | +8.4% | -2.1% | +10.5% | +8.7% |
| 30D | -17.8% | -0.1% | -17.7% | -17.9% |
| 3M | -35.9% | +5.9% | -41.8% | -36.9% |
| 6M | +12.9% | -15.9% | +28.9% | +18.3% |
| YTD | +22.9% | -10.1% | +33.0% | +25.9% |
| 1Y | +31.4% | -10.2% | +41.6% | +34.1% |
| All | +420.1% | -8.6% | +428.6% | +444.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling