-42.9%
CORZ vs APD
+24.7%
-67.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +2.9% |
| 7D | -11.2% | -3.7% | -7.6% | -12.1% |
| 30D | -26.2% | +9.6% | -35.8% | -24.3% |
| 3M | -44.1% | +1.6% | -45.8% | -43.8% |
| 6M | -52.3% | +2.2% | -54.4% | -52.1% |
| YTD | -19.2% | +25.9% | -45.1% | -14.2% |
| 1Y | -42.9% | +20.1% | -63.0% | -40.4% |
| All | -42.9% | +24.7% | -67.6% | -40.4% |
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