-47.7%
CORZ vs APD
+4.8%
-52.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.9% | -7.9% | -13.3% |
| 7D | -21.1% | -0.7% | -20.4% | -20.9% |
| 30D | -31.8% | +10.1% | -41.9% | -25.7% |
| 3M | -47.7% | +4.9% | -52.6% | -47.8% |
| All | -47.7% | +4.8% | -52.5% | -47.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling