-41.3%
CORZ vs CMS
+1.4%
-42.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.4% | -11.8% | -9.2% |
| 7D | -14.9% | +4.1% | -19.0% | -11.9% |
| 30D | -23.1% | +10.9% | -34.0% | -16.9% |
| 3M | -44.1% | -0.2% | -43.8% | -43.9% |
| 6M | -39.5% | -4.7% | -34.8% | -40.4% |
| YTD | -12.4% | +3.9% | -16.2% | -10.4% |
| 1Y | -41.3% | +0.4% | -41.7% | -40.5% |
| All | -41.3% | +1.4% | -42.7% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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