+318.0%
CORZ vs CAPR
+142.7%
+175.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.7% | +7.4% | -1.1% |
| 7D | +26.4% | +19.1% | +7.3% | +25.7% |
| 30D | -6.8% | +48.8% | -55.6% | -7.9% |
| 3M | -31.1% | +144.4% | -175.5% | -33.2% |
| 6M | -36.9% | -67.5% | +30.6% | -36.2% |
| YTD | -1.2% | -64.5% | +63.3% | -0.6% |
| 1Y | -12.5% | +74.4% | -87.0% | -19.8% |
| All | +318.0% | +142.7% | +175.4% | +200.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling