-41.3%
CORZ vs CF
+35.9%
-77.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.4% | -6.0% | -11.4% |
| 7D | -14.9% | -6.9% | -8.1% | -16.2% |
| 30D | -23.1% | -3.7% | -19.4% | -23.7% |
| 3M | -44.1% | -5.0% | -39.1% | -44.5% |
| 6M | -39.5% | -10.5% | -29.1% | -40.2% |
| YTD | -12.4% | +46.5% | -58.9% | -29.9% |
| 1Y | -41.3% | +34.8% | -76.1% | -52.9% |
| All | -41.3% | +35.9% | -77.2% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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