-41.3%
CORZ vs CLX
-6.5%
-34.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +5.7% | -16.1% | -9.3% |
| 7D | -14.9% | +14.2% | -29.1% | -12.8% |
| 30D | -23.1% | +22.7% | -45.8% | -20.2% |
| 3M | -44.1% | -2.8% | -41.3% | -44.2% |
| 6M | -39.5% | +17.7% | -57.2% | -38.7% |
| YTD | -12.4% | +3.3% | -15.7% | -10.0% |
| 1Y | -41.3% | -5.6% | -35.7% | -37.9% |
| All | -41.3% | -6.5% | -34.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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