+444.5%
CORZ vs APA
+54.8%
+389.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +4.4% |
| 7D | +16.6% | -1.7% | +18.2% | +16.8% |
| 30D | -10.9% | +15.7% | -26.6% | -13.0% |
| 3M | -31.0% | +16.5% | -47.5% | -33.0% |
| 6M | +26.0% | +35.1% | -9.1% | +16.0% |
| YTD | +28.6% | +82.2% | -53.6% | +8.9% |
| 1Y | +34.5% | +102.5% | -68.0% | +8.9% |
| All | +444.5% | +54.8% | +389.7% | +337.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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