+31.4%
CORZ vs ALL
+28.3%
+3.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | -1.6% |
| 7D | +8.4% | 0.0% | +8.3% | +8.2% |
| 30D | -17.8% | -1.5% | -16.3% | -18.6% |
| 3M | -35.9% | +23.6% | -59.5% | -17.0% |
| 6M | +12.9% | +22.3% | -9.4% | +44.5% |
| YTD | +22.9% | +26.5% | -3.6% | +68.5% |
| 1Y | +31.4% | +27.0% | +4.3% | +87.8% |
| All | +31.4% | +28.3% | +3.0% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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