+230.8%
CORZ vs CFG
+113.5%
+117.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.1% | -7.7% | -8.6% |
| 7D | -21.1% | -2.2% | -19.0% | -19.9% |
| 30D | -31.8% | +0.4% | -32.2% | -32.0% |
| 3M | -47.7% | -12.6% | -35.1% | -42.6% |
| 6M | -48.7% | +0.6% | -49.3% | -49.7% |
| YTD | -21.8% | +12.4% | -34.3% | -30.0% |
| 1Y | -47.8% | +27.7% | -75.5% | -57.8% |
| All | +230.8% | +113.5% | +117.3% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling