-47.8%
CORZ vs CF
+42.3%
-90.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +6.2% | -17.0% | -9.3% |
| 7D | -21.1% | +0.4% | -21.5% | -20.7% |
| 30D | -31.8% | +2.2% | -34.0% | -31.1% |
| 3M | -47.7% | +2.1% | -49.8% | -47.1% |
| 6M | -48.7% | -6.5% | -42.2% | -48.4% |
| YTD | -21.8% | +55.6% | -77.4% | -36.4% |
| 1Y | -47.8% | +42.3% | -90.1% | -57.1% |
| All | -47.8% | +42.3% | -90.1% | -57.1% |
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