+421.5%
CORZ vs AZO
+3.9%
+417.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.4% | +3.3% |
| 7D | +0.3% | -3.6% | +3.9% | +0.1% |
| 30D | -14.0% | -5.6% | -8.5% | -14.3% |
| 3M | -34.1% | -6.6% | -27.4% | -34.3% |
| 6M | +8.5% | -22.5% | +31.0% | +10.4% |
| YTD | +23.2% | -15.2% | +38.4% | +24.9% |
| 1Y | +15.4% | -33.9% | +49.3% | +21.3% |
| All | +421.5% | +3.9% | +417.7% | +368.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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