+323.5%
CORZ vs ALLY
+13.7%
+309.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.6% | +9.4% | +9.9% |
| 7D | +14.2% | -2.8% | +17.0% | +16.5% |
| 30D | -3.0% | +1.9% | -4.9% | -4.6% |
| 3M | -26.3% | -12.1% | -14.1% | -19.9% |
| 6M | -36.5% | -9.0% | -27.5% | -33.0% |
| YTD | +0.1% | -12.9% | +13.0% | +8.5% |
| 1Y | -15.9% | -0.1% | -15.8% | -17.7% |
| All | +323.5% | +13.7% | +309.8% | +273.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling