+444.5%
CORZ vs CAG
-38.5%
+483.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +4.0% |
| 7D | +16.6% | -5.3% | +21.8% | +13.8% |
| 30D | -10.9% | +1.0% | -11.8% | -10.3% |
| 3M | -31.0% | +17.4% | -48.4% | -25.0% |
| 6M | +26.0% | -16.8% | +42.8% | +19.4% |
| YTD | +28.6% | -6.8% | +35.4% | +28.3% |
| 1Y | +34.5% | -15.4% | +49.8% | +29.7% |
| All | +444.5% | -38.5% | +483.0% | +375.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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