+425.9%
CORZ vs AUR
+88.4%
+337.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.3% | -3.4% |
| 7D | +7.6% | +11.1% | -3.5% | +4.6% |
| 30D | -6.9% | -6.9% | -0.1% | -5.3% |
| 3M | -33.0% | +5.5% | -38.5% | -34.3% |
| 6M | +19.3% | +41.0% | -21.7% | +7.7% |
| YTD | +24.2% | +69.3% | -45.0% | +6.9% |
| 1Y | +24.5% | +14.0% | +10.5% | +16.8% |
| All | +425.9% | +88.4% | +337.5% | +361.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 5y: compounded portfolio wealth divided by compounded AUR 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…
5y analysis · Full analysis span regression · 6 months rolling