-39.5%
CORZ vs AZO
-5.2%
-34.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +1.1% |
| 7D | +23.5% | +1.3% | +22.1% | +24.6% |
| 30D | +7.5% | +12.0% | -4.5% | +15.8% |
| 3M | -26.6% | +7.2% | -33.8% | -23.7% |
| 6M | -39.5% | -3.2% | -36.3% | -37.6% |
| All | -39.5% | -5.2% | -34.3% | -37.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling