+31.4%
CORZ vs CL
+8.2%
+23.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -1.6% |
| 7D | +8.4% | -2.2% | +10.5% | +5.8% |
| 30D | -17.8% | -4.8% | -13.0% | -21.8% |
| 3M | -35.9% | +4.9% | -40.8% | -32.7% |
| 6M | +12.9% | -5.7% | +18.7% | +6.4% |
| YTD | +22.9% | +14.4% | +8.5% | +46.2% |
| 1Y | +31.4% | +8.7% | +22.6% | +56.0% |
| All | +31.4% | +8.2% | +23.2% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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