-39.5%
CORZ vs CL
+16.3%
-55.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.3% | -13.7% | -5.2% |
| 7D | -14.9% | +7.7% | -22.6% | -3.8% |
| 30D | -23.1% | +15.2% | -38.4% | -3.5% |
| 3M | -44.1% | +7.3% | -51.4% | -36.0% |
| 6M | -39.5% | +17.0% | -56.5% | -29.1% |
| All | -39.5% | +16.3% | -55.8% | -29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling