-12.5%
CORZ vs CFG
+27.4%
-40.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | +26.4% | +1.6% | +24.7% | +25.4% |
| 30D | -6.8% | +3.3% | -10.1% | -8.1% |
| 3M | -31.1% | -11.5% | -19.6% | -26.7% |
| 6M | -36.9% | +6.2% | -43.1% | -39.9% |
| YTD | -1.2% | +14.3% | -15.5% | -9.6% |
| 1Y | -12.5% | +26.7% | -39.3% | -22.5% |
| All | -12.5% | +27.4% | -40.0% | -22.5% |
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