-42.9%
CORZ vs CLBK
+60.8%
-103.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +3.2% |
| 7D | -11.2% | +0.6% | -11.9% | -11.3% |
| 30D | -26.2% | +2.9% | -29.1% | -26.5% |
| 3M | -44.1% | +3.0% | -47.1% | -44.1% |
| 6M | -52.3% | +27.3% | -79.5% | -52.8% |
| YTD | -19.2% | +58.0% | -77.2% | -22.9% |
| 1Y | -42.9% | +62.4% | -105.3% | -46.8% |
| All | -42.9% | +60.8% | -103.7% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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