-41.3%
CORZ vs ALLE
+18.6%
-59.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.8% | -12.2% | -10.5% |
| 7D | -14.9% | +6.7% | -21.6% | -15.5% |
| 30D | -23.1% | +25.4% | -48.5% | -25.5% |
| 3M | -44.1% | +16.9% | -61.0% | -45.1% |
| 6M | -39.5% | +46.6% | -86.1% | -43.7% |
| YTD | -12.4% | +22.4% | -34.8% | -14.1% |
| 1Y | -41.3% | +17.7% | -59.0% | -41.7% |
| All | -41.3% | +18.6% | -59.9% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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