-41.3%
CORZ vs ALM
+44.8%
-86.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.2% | -11.5% | -10.7% |
| 7D | -14.9% | -6.4% | -8.5% | -13.2% |
| 30D | -23.1% | -35.0% | +11.9% | -12.9% |
| 3M | -44.1% | -33.8% | -10.2% | -37.5% |
| 6M | -39.5% | -55.0% | +15.5% | -27.7% |
| YTD | -12.4% | -0.2% | -12.1% | -7.9% |
| 1Y | -41.3% | +41.8% | -83.1% | -40.2% |
| All | -41.3% | +44.8% | -86.1% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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