+269.8%
CORZ vs ALM
+815.5%
-545.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +8.1% | +0.1% | +7.1% |
| 7D | +1.7% | +0.7% | +1.0% | +1.7% |
| 30D | -17.5% | -26.1% | +8.6% | -14.2% |
| 3M | -39.5% | -38.1% | -1.3% | -35.9% |
| 6M | -44.5% | -55.4% | +10.9% | -40.1% |
| YTD | -12.6% | -0.4% | -12.2% | -8.2% |
| 1Y | -37.0% | +25.4% | -62.4% | -34.1% |
| All | +269.8% | +815.5% | -545.7% | +271.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling