+230.8%
CORZ vs CLX
-21.5%
+252.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.5% | -11.4% | -10.7% |
| 7D | -21.1% | +12.4% | -33.6% | -20.0% |
| 30D | -31.8% | +21.1% | -52.9% | -30.1% |
| 3M | -47.7% | -3.3% | -44.4% | -47.7% |
| 6M | -48.7% | +18.8% | -67.5% | -47.9% |
| YTD | -21.8% | +3.9% | -25.7% | -20.8% |
| 1Y | -47.8% | -3.8% | -44.0% | -47.1% |
| All | +230.8% | -21.5% | +252.3% | +249.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling