+323.5%
CORZ vs AUR
+33.3%
+290.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.1% | +9.9% | +10.7% |
| 7D | +14.2% | +12.7% | +1.4% | +10.4% |
| 30D | -3.0% | -18.7% | +15.7% | +2.9% |
| 3M | -26.3% | -33.8% | +7.5% | -17.6% |
| 6M | -36.5% | -36.6% | +0.1% | -28.9% |
| YTD | +0.1% | +19.8% | -19.7% | -5.4% |
| 1Y | -15.9% | +8.0% | -23.9% | -18.4% |
| All | +323.5% | +33.3% | +290.2% | +308.7% |
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