+318.0%
CORZ vs CF
+74.4%
+243.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.2% |
| 7D | +26.4% | +5.4% | +21.0% | +26.7% |
| 30D | -6.8% | +6.5% | -13.3% | -6.4% |
| 3M | -31.1% | +4.6% | -35.7% | -30.9% |
| 6M | -36.9% | -3.3% | -33.6% | -36.4% |
| YTD | -1.2% | +63.9% | -65.1% | -11.3% |
| 1Y | -12.5% | +50.4% | -63.0% | -20.3% |
| All | +318.0% | +74.4% | +243.6% | +219.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling