+230.8%
CORZ vs CAPR
+103.8%
+127.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.6% | -7.2% | -10.7% |
| 7D | -21.1% | +29.7% | -50.8% | -21.7% |
| 30D | -31.8% | +11.0% | -42.7% | -32.0% |
| 3M | -47.7% | +118.8% | -166.6% | -49.1% |
| 6M | -48.7% | -73.9% | +25.2% | -47.9% |
| YTD | -21.8% | -70.2% | +48.4% | -20.9% |
| 1Y | -47.8% | +38.3% | -86.1% | -51.7% |
| All | +230.8% | +103.8% | +127.0% | +139.3% |
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 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