+420.1%
CORZ vs CAPR
+122.7%
+297.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.1% |
| 7D | +8.4% | -2.0% | +10.3% | +8.4% |
| 30D | -17.8% | +139.2% | -157.0% | -20.0% |
| 3M | -35.9% | -66.4% | +30.5% | -35.1% |
| 6M | +12.9% | -63.1% | +76.1% | +14.0% |
| YTD | +22.9% | -67.4% | +90.3% | +24.3% |
| 1Y | +31.4% | +58.2% | -26.9% | +20.1% |
| All | +420.1% | +122.7% | +297.3% | +276.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling