+420.1%
CORZ vs CAG
-37.6%
+457.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.5% |
| 7D | +8.4% | -3.8% | +12.1% | +6.5% |
| 30D | -17.8% | +3.1% | -21.0% | -16.5% |
| 3M | -35.9% | +23.5% | -59.4% | -28.6% |
| 6M | +12.9% | -14.8% | +27.8% | +8.2% |
| YTD | +22.9% | -5.4% | +28.3% | +23.3% |
| 1Y | +31.4% | -11.8% | +43.2% | +28.9% |
| All | +420.1% | -37.6% | +457.7% | +357.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling