+323.5%
CORZ vs CG
+10.4%
+313.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.4% | +11.8% |
| 7D | +14.2% | -3.8% | +18.0% | +17.0% |
| 30D | -3.0% | +7.5% | -10.5% | -7.6% |
| 3M | -26.3% | -14.4% | -11.9% | -20.1% |
| 6M | -36.5% | -15.7% | -20.9% | -31.0% |
| YTD | +0.1% | -29.0% | +29.0% | +20.9% |
| 1Y | -15.9% | -22.1% | +6.2% | -4.3% |
| All | +323.5% | +10.4% | +313.2% | +295.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling