+420.1%
CORZ vs CLX
-27.8%
+447.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.2% |
| 7D | +8.4% | -9.2% | +17.6% | +7.1% |
| 30D | -17.8% | -11.0% | -6.8% | -18.9% |
| 3M | -35.9% | +5.0% | -40.9% | -35.9% |
| 6M | +12.9% | -18.8% | +31.8% | +11.6% |
| YTD | +22.9% | -4.4% | +27.3% | +22.9% |
| 1Y | +31.4% | -21.9% | +53.2% | +31.2% |
| All | +420.1% | -27.8% | +447.8% | +441.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling