-53.8%
CORZ vs CLX
+16.4%
-70.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.5% | -11.4% | -10.6% |
| 7D | -21.1% | +12.4% | -33.6% | -17.7% |
| 30D | -31.8% | +21.1% | -52.9% | -26.5% |
| 3M | -47.7% | -3.3% | -44.4% | -49.0% |
| All | -53.8% | +16.4% | -70.2% | -52.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling