+322.1%
CORZ vs ARWR
+38.2%
+283.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | +0.6% |
| 7D | +23.5% | -17.8% | +41.3% | +29.4% |
| 30D | +7.5% | -18.1% | +25.6% | +13.0% |
| 3M | -26.6% | -44.2% | +17.6% | -14.0% |
| 6M | -39.5% | -38.6% | -0.9% | -31.8% |
| YTD | -0.3% | -28.0% | +27.8% | +6.1% |
| 1Y | -4.2% | +16.1% | -20.4% | -13.2% |
| All | +322.1% | +38.2% | +283.9% | +229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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