+230.8%
CORZ vs CF
+65.6%
+165.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +6.2% | -17.0% | -10.5% |
| 7D | -21.1% | +0.4% | -21.5% | -21.0% |
| 30D | -31.8% | +2.2% | -34.0% | -31.6% |
| 3M | -47.7% | +2.1% | -49.8% | -47.7% |
| 6M | -48.7% | -6.5% | -42.2% | -48.5% |
| YTD | -21.8% | +55.6% | -77.4% | -30.0% |
| 1Y | -47.8% | +42.3% | -90.1% | -52.5% |
| All | +230.8% | +65.6% | +165.3% | +152.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling