+322.1%
CORZ vs ALM
+757.6%
-435.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.7% | -6.8% | -0.1% |
| 7D | +23.5% | +1.2% | +22.2% | +23.1% |
| 30D | +7.5% | -19.3% | +26.8% | +10.4% |
| 3M | -26.6% | -40.6% | +14.1% | -21.9% |
| 6M | -39.5% | -57.9% | +18.4% | -34.2% |
| YTD | -0.3% | -6.7% | +6.4% | +5.6% |
| 1Y | -4.2% | +20.2% | -24.4% | +0.9% |
| All | +322.1% | +757.6% | -435.5% | +327.4% |
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