+420.1%
CORZ vs ALLY
+28.8%
+391.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +8.4% | +3.7% | +4.7% | +5.7% |
| 30D | -17.8% | -2.3% | -15.6% | -16.4% |
| 3M | -35.9% | +3.8% | -39.7% | -37.5% |
| 6M | +12.9% | +9.7% | +3.2% | +5.0% |
| YTD | +22.9% | -1.4% | +24.3% | +23.1% |
| 1Y | +31.4% | +8.2% | +23.1% | +21.6% |
| All | +420.1% | +28.8% | +391.3% | +324.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling