+230.8%
CORZ vs CL
+30.0%
+200.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.1% | -10.7% | -10.9% |
| 7D | -21.1% | +5.9% | -27.1% | -16.9% |
| 30D | -31.8% | +13.8% | -45.5% | -23.6% |
| 3M | -47.7% | +6.4% | -54.1% | -44.0% |
| 6M | -48.7% | +15.6% | -64.3% | -41.5% |
| YTD | -21.8% | +27.9% | -49.7% | -5.1% |
| 1Y | -47.8% | +31.4% | -79.2% | -35.4% |
| All | +230.8% | +30.0% | +200.8% | +463.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling