+281.7%
CORZ vs CFG
+116.9%
+164.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.7% | +3.5% |
| 7D | -7.8% | +0.7% | -8.5% | -8.2% |
| 30D | -14.8% | +2.8% | -17.6% | -16.4% |
| 3M | -32.5% | -10.1% | -22.4% | -27.3% |
| 6M | -42.7% | +3.2% | -45.9% | -44.9% |
| YTD | -9.8% | +14.2% | -24.0% | -20.0% |
| 1Y | -31.9% | +27.4% | -59.3% | -44.8% |
| All | +281.7% | +116.9% | +164.8% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling