-12.5%
CORZ vs CG
-26.5%
+13.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | +0.7% |
| 7D | +26.4% | -1.5% | +27.9% | +27.1% |
| 30D | -6.8% | +5.7% | -12.5% | -9.6% |
| 3M | -31.1% | -17.9% | -13.2% | -24.8% |
| 6M | -36.9% | -20.2% | -16.7% | -29.5% |
| YTD | -1.2% | -32.0% | +30.8% | +21.3% |
| 1Y | -12.5% | -27.0% | +14.5% | +2.3% |
| All | -12.5% | -26.5% | +13.9% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling