-34.1%
CORZ vs CAPR
+64.2%
-98.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +9.4% | -1.3% | +8.0% |
| 7D | +1.7% | +36.0% | -34.3% | +1.2% |
| 30D | -17.5% | +25.8% | -43.3% | -17.8% |
| 3M | -39.5% | +140.8% | -180.3% | -40.5% |
| 6M | -44.5% | -67.6% | +23.1% | -44.1% |
| YTD | -12.6% | -65.9% | +53.2% | -12.2% |
| All | -34.1% | +64.2% | -98.2% | -36.9% |
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