+230.8%
CORZ vs ALLY
+15.4%
+215.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.3% | -9.5% | -9.9% |
| 7D | -21.1% | -1.1% | -20.0% | -20.8% |
| 30D | -31.8% | +4.2% | -35.9% | -33.9% |
| 3M | -47.7% | -12.4% | -35.3% | -43.0% |
| 6M | -48.7% | -8.7% | -40.0% | -45.9% |
| YTD | -21.8% | -11.6% | -10.2% | -16.1% |
| 1Y | -47.8% | +0.2% | -48.0% | -49.0% |
| All | +230.8% | +15.4% | +215.4% | +189.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling