+322.1%
CORZ vs CL
+31.3%
+290.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +2.4% |
| 7D | +23.5% | +3.2% | +20.2% | +26.5% |
| 30D | +7.5% | +8.0% | -0.6% | +15.6% |
| 3M | -26.6% | +7.9% | -34.5% | -20.6% |
| 6M | -39.5% | +14.7% | -54.2% | -31.0% |
| YTD | -0.3% | +29.2% | -29.4% | +22.0% |
| 1Y | -4.2% | +29.5% | -33.8% | +17.9% |
| All | +322.1% | +31.3% | +290.8% | +624.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling