+570.0%
CORZ vs AS
+120.4%
+449.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.6% | -1.5% |
| 7D | +8.4% | -4.9% | +13.3% | +10.5% |
| 30D | -17.8% | -19.6% | +1.8% | -10.4% |
| 3M | -35.9% | -14.4% | -21.5% | -32.5% |
| 6M | +12.9% | -20.1% | +33.1% | +22.2% |
| YTD | +22.9% | -20.9% | +43.8% | +33.3% |
| 1Y | +31.4% | -21.9% | +53.2% | +42.2% |
| All | +570.0% | +120.4% | +449.7% | +375.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 all: compounded portfolio wealth divided by compounded AS 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…
all analysis · Full analysis span regression · 6 months rolling