-31.9%
CORZ vs CLF
+20.2%
-52.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.9% | -1.7% | +1.8% |
| 7D | -7.8% | -9.1% | +1.3% | -5.4% |
| 30D | -14.8% | -0.9% | -13.9% | -14.6% |
| 3M | -32.5% | +3.0% | -35.4% | -33.2% |
| 6M | -42.7% | +16.7% | -59.4% | -45.4% |
| YTD | -9.8% | -3.2% | -6.7% | -17.2% |
| 1Y | -31.9% | +24.6% | -56.5% | -44.2% |
| All | -31.9% | +20.2% | -52.1% | -44.2% |
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