-41.3%
CORZ vs CHRW
-10.6%
-30.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +0.2% | -10.6% | -10.4% |
| 7D | -14.9% | +4.9% | -19.8% | -14.5% |
| 30D | -23.1% | -4.8% | -18.3% | -23.6% |
| 3M | -44.1% | -13.1% | -30.9% | -44.9% |
| 6M | -39.5% | -16.3% | -23.2% | -41.7% |
| YTD | -12.4% | -15.8% | +3.5% | -24.7% |
| 1Y | -41.3% | -11.1% | -30.2% | -51.1% |
| All | -41.3% | -10.6% | -30.7% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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