+230.8%
CORZ vs APD
+25.5%
+205.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.9% | -7.9% | -10.5% |
| 7D | -21.1% | -0.7% | -20.4% | -21.1% |
| 30D | -31.8% | +10.1% | -41.9% | -32.7% |
| 3M | -47.7% | +4.9% | -52.6% | -48.2% |
| 6M | -48.7% | +2.5% | -51.2% | -49.1% |
| YTD | -21.8% | +27.8% | -49.6% | -26.4% |
| 1Y | -47.8% | +32.9% | -80.7% | -51.9% |
| All | +230.8% | +25.5% | +205.3% | +230.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling