+241.9%
CORZ vs ALL
+72.9%
+168.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.5% | +7.8% | +2.1% |
| 7D | -11.2% | -1.9% | -9.3% | -11.6% |
| 30D | -26.2% | +13.8% | -40.0% | -23.7% |
| 3M | -44.1% | -7.0% | -37.1% | -44.5% |
| 6M | -52.3% | +18.0% | -70.3% | -51.3% |
| YTD | -19.2% | +24.2% | -43.4% | -17.8% |
| 1Y | -42.9% | +31.2% | -74.1% | -42.9% |
| All | +241.9% | +72.9% | +168.9% | +213.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling