+281.7%
CORZ vs CG
+11.9%
+269.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.7% | +4.1% |
| 7D | -7.8% | +2.0% | -9.8% | -8.9% |
| 30D | -14.8% | +8.5% | -23.3% | -19.2% |
| 3M | -32.5% | -12.1% | -20.3% | -27.9% |
| 6M | -42.7% | -16.4% | -26.3% | -37.3% |
| YTD | -9.8% | -28.0% | +18.1% | +8.2% |
| 1Y | -31.9% | -18.9% | -13.0% | -24.6% |
| All | +281.7% | +11.9% | +269.8% | +253.7% |
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