-34.1%
CORZ vs CAG
-5.3%
-28.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.3% | +7.8% | +8.4% |
| 7D | +1.7% | +4.6% | -2.9% | +5.9% |
| 30D | -17.5% | +14.7% | -32.1% | -8.6% |
| 3M | -39.5% | +2.4% | -41.8% | -36.9% |
| 6M | -44.5% | +10.7% | -55.2% | -38.4% |
| YTD | -12.6% | -5.5% | -7.1% | -13.3% |
| All | -34.1% | -5.3% | -28.8% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling