+420.1%
CORZ vs CF
+86.2%
+333.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | -0.1% |
| 7D | +8.4% | +6.0% | +2.3% | +8.4% |
| 30D | -17.8% | +14.8% | -32.7% | -17.7% |
| 3M | -35.9% | +14.1% | -50.0% | -35.9% |
| 6M | +12.9% | +28.5% | -15.6% | +7.8% |
| YTD | +22.9% | +74.9% | -52.1% | +10.1% |
| 1Y | +31.4% | +61.7% | -30.3% | +18.9% |
| All | +420.1% | +86.2% | +333.9% | +296.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling