+322.1%
CORZ vs CG
+6.7%
+315.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.4% |
| 7D | +23.5% | +0.2% | +23.3% | +23.2% |
| 30D | +7.5% | +11.2% | -3.7% | 0.0% |
| 3M | -26.6% | -22.1% | -4.5% | -15.5% |
| 6M | -39.5% | -17.9% | -21.6% | -33.2% |
| YTD | -0.3% | -31.3% | +31.0% | +22.9% |
| 1Y | -4.2% | -24.0% | +19.7% | +10.4% |
| All | +322.1% | +6.7% | +315.4% | +301.7% |
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 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