-42.9%
CORZ vs CLF
+9.8%
-52.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.7% | +2.9% |
| 7D | -11.2% | -19.6% | +8.3% | -5.8% |
| 30D | -26.2% | -5.0% | -21.2% | -25.0% |
| 3M | -44.1% | -6.3% | -37.8% | -43.2% |
| 6M | -52.3% | +2.8% | -55.0% | -52.9% |
| YTD | -19.2% | -13.7% | -5.5% | -23.4% |
| 1Y | -42.9% | +13.6% | -56.5% | -52.3% |
| All | -42.9% | +9.8% | -52.7% | -52.3% |
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