+420.1%
CORZ vs CG
+26.1%
+394.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.9% |
| 7D | +8.4% | -4.3% | +12.7% | +11.3% |
| 30D | -17.8% | -5.1% | -12.7% | -15.7% |
| 3M | -35.9% | +8.7% | -44.6% | -39.9% |
| 6M | +12.9% | -9.2% | +22.2% | +18.1% |
| YTD | +22.9% | -18.9% | +41.7% | +38.0% |
| 1Y | +31.4% | -25.6% | +57.0% | +54.7% |
| All | +420.1% | +26.1% | +394.0% | +351.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling