-42.9%
CORZ vs ALK
-6.6%
-36.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.1% |
| 7D | -11.2% | +9.0% | -20.3% | -15.2% |
| 30D | -26.2% | -1.6% | -24.6% | -25.9% |
| 3M | -44.1% | -23.2% | -21.0% | -37.5% |
| 6M | -52.3% | -3.9% | -48.4% | -51.7% |
| YTD | -19.2% | -22.6% | +3.4% | -12.1% |
| 1Y | -42.9% | -5.3% | -37.6% | -43.7% |
| All | -42.9% | -6.6% | -36.3% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling