+230.8%
CORZ vs ALLE
+54.3%
+176.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.9% | -7.9% | -10.1% |
| 7D | -21.1% | 0.0% | -21.2% | -21.2% |
| 30D | -31.8% | +20.6% | -52.4% | -35.6% |
| 3M | -47.7% | +11.4% | -59.1% | -49.4% |
| 6M | -48.7% | +42.5% | -91.3% | -54.6% |
| YTD | -21.8% | +18.9% | -40.7% | -26.0% |
| 1Y | -47.8% | +14.2% | -62.0% | -49.8% |
| All | +230.8% | +54.3% | +176.5% | +185.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling