-24.2%
CORZ vs CLX
+6.7%
-30.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.4% |
| 7D | -7.8% | +13.6% | -21.4% | -5.5% |
| 30D | -14.8% | +29.1% | -43.8% | -10.4% |
| 3M | -32.5% | +1.6% | -34.0% | -32.3% |
| 6M | -42.7% | +18.7% | -61.4% | -40.9% |
| YTD | -9.8% | +11.1% | -20.9% | -3.4% |
| All | -24.2% | +6.7% | -30.9% | -18.3% |
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