+230.8%
CORZ vs COMP
+160.5%
+70.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -8.2% | -2.6% | -8.6% |
| 7D | -21.1% | -1.8% | -19.3% | -20.9% |
| 30D | -31.8% | -0.8% | -31.0% | -32.0% |
| 3M | -47.7% | -28.1% | -19.6% | -43.3% |
| 6M | -48.7% | +27.0% | -75.7% | -53.8% |
| YTD | -21.8% | -12.8% | -9.1% | -22.7% |
| 1Y | -47.8% | +4.9% | -52.7% | -51.2% |
| All | +230.8% | +160.5% | +70.4% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling