+420.1%
CORZ vs CLF
-32.1%
+452.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.5% |
| 7D | +8.4% | +7.6% | +0.8% | +6.4% |
| 30D | -17.8% | -1.2% | -16.6% | -17.7% |
| 3M | -35.9% | -13.4% | -22.5% | -34.2% |
| 6M | +12.9% | +15.4% | -2.5% | +7.2% |
| YTD | +22.9% | -5.9% | +28.7% | +20.6% |
| 1Y | +31.4% | +18.8% | +12.5% | +16.9% |
| All | +420.1% | -32.1% | +452.2% | +377.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling