+241.9%
CORZ vs CG
+6.6%
+235.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.7% |
| 7D | -11.2% | -1.2% | -10.1% | -10.8% |
| 30D | -26.2% | +5.0% | -31.2% | -28.7% |
| 3M | -44.1% | -18.2% | -25.9% | -37.8% |
| 6M | -52.3% | -20.7% | -31.5% | -46.0% |
| YTD | -19.2% | -31.4% | +12.2% | -0.3% |
| 1Y | -42.9% | -22.3% | -20.6% | -35.2% |
| All | +241.9% | +6.6% | +235.3% | +226.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling