-42.9%
CORZ vs COMP
+16.2%
-59.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.7% | -7.4% | +0.8% |
| 7D | -11.2% | +13.4% | -24.7% | -14.1% |
| 30D | -26.2% | +11.1% | -37.3% | -28.4% |
| 3M | -44.1% | -18.8% | -25.3% | -41.9% |
| 6M | -52.3% | +10.5% | -62.8% | -54.8% |
| YTD | -19.2% | -3.4% | -15.8% | -22.4% |
| 1Y | -42.9% | +19.7% | -62.6% | -40.0% |
| All | -42.9% | +16.2% | -59.0% | -40.0% |
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