+241.9%
CORZ vs CAPR
+113.3%
+128.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.7% | -1.3% | +3.2% |
| 7D | -11.2% | +41.1% | -52.3% | -12.1% |
| 30D | -26.2% | +11.1% | -37.3% | -26.5% |
| 3M | -44.1% | +115.3% | -159.4% | -45.6% |
| 6M | -52.3% | -73.8% | +21.6% | -51.5% |
| YTD | -19.2% | -68.8% | +49.6% | -18.4% |
| 1Y | -42.9% | +43.3% | -86.2% | -47.2% |
| All | +241.9% | +113.3% | +128.6% | +147.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling