+322.1%
CORZ vs CAG
-39.9%
+362.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +1.7% |
| 7D | +23.5% | -3.3% | +26.8% | +21.3% |
| 30D | +7.5% | +7.7% | -0.2% | +13.3% |
| 3M | -26.6% | -3.2% | -23.4% | -26.1% |
| 6M | -39.5% | +7.0% | -46.5% | -35.2% |
| YTD | -0.3% | -9.0% | +8.7% | +0.3% |
| 1Y | -4.2% | -9.6% | +5.4% | -3.8% |
| All | +322.1% | -39.9% | +362.0% | +272.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling