-15.9%
CORZ vs CLF
+27.9%
-43.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.2% | +8.8% | +10.3% |
| 7D | +14.2% | +2.3% | +11.8% | +13.5% |
| 30D | -3.0% | +1.9% | -4.9% | -3.4% |
| 3M | -26.3% | +5.9% | -32.1% | -27.5% |
| 6M | -36.5% | +16.9% | -53.4% | -39.5% |
| YTD | +0.1% | -1.1% | +1.1% | -8.4% |
| 1Y | -15.9% | +28.8% | -44.7% | -29.3% |
| All | -15.9% | +27.9% | -43.8% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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