-42.9%
CORZ vs CLX
-3.5%
-39.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.1% | +3.4% |
| 7D | -11.2% | +13.6% | -24.8% | -9.0% |
| 30D | -26.2% | +23.4% | -49.6% | -23.0% |
| 3M | -44.1% | -2.8% | -41.3% | -44.3% |
| 6M | -52.3% | +14.0% | -66.2% | -51.3% |
| YTD | -19.2% | +4.2% | -23.4% | -15.6% |
| 1Y | -42.9% | -1.2% | -41.7% | -39.8% |
| All | -42.9% | -3.5% | -39.4% | -39.8% |
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