+31.4%
CORZ vs COMP
+22.2%
+9.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +8.4% | +1.4% | +7.0% | +8.1% |
| 30D | -17.8% | -13.3% | -4.5% | -15.8% |
| 3M | -35.9% | +41.1% | -77.0% | -41.2% |
| 6M | +12.9% | +17.2% | -4.2% | +3.5% |
| YTD | +22.9% | +5.2% | +17.7% | +15.6% |
| 1Y | +31.4% | +18.9% | +12.4% | +29.9% |
| All | +31.4% | +22.2% | +9.2% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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