-41.3%
CORZ vs CAPR
+47.4%
-88.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +8.3% | -18.6% | -10.5% |
| 7D | -14.9% | +43.2% | -58.1% | -15.5% |
| 30D | -23.1% | +14.7% | -37.8% | -23.4% |
| 3M | -44.1% | +113.9% | -158.0% | -45.0% |
| 6M | -39.5% | -73.4% | +33.8% | -38.9% |
| YTD | -12.4% | -69.1% | +56.7% | -11.8% |
| 1Y | -41.3% | +47.2% | -88.5% | -44.3% |
| All | -41.3% | +47.4% | -88.7% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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