-41.3%
CORZ vs CFG
+34.2%
-75.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.4% | -12.8% | -11.5% |
| 7D | -14.9% | +1.8% | -16.7% | -15.7% |
| 30D | -23.1% | +3.3% | -26.4% | -24.4% |
| 3M | -44.1% | -9.8% | -34.2% | -41.2% |
| 6M | -39.5% | +5.2% | -44.7% | -41.6% |
| YTD | -12.4% | +16.1% | -28.5% | -21.1% |
| 1Y | -41.3% | +33.7% | -75.0% | -51.6% |
| All | -41.3% | +34.2% | -75.5% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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