+31.4%
CORZ vs APD
+6.0%
+25.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.4% |
| 7D | +8.4% | -2.2% | +10.6% | +7.6% |
| 30D | -17.8% | +2.1% | -19.9% | -17.2% |
| 3M | -35.9% | +7.2% | -43.1% | -34.8% |
| 6M | +12.9% | +11.2% | +1.7% | +16.6% |
| YTD | +22.9% | +24.4% | -1.5% | +33.2% |
| 1Y | +31.4% | +6.7% | +24.7% | +49.0% |
| All | +31.4% | +6.0% | +25.3% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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