-39.5%
CORZ vs COMP
+37.2%
-76.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +7.7% | -18.1% | -11.9% |
| 7D | -14.9% | +9.5% | -24.4% | -16.7% |
| 30D | -23.1% | +8.1% | -31.2% | -24.8% |
| 3M | -44.1% | -16.3% | -27.7% | -42.5% |
| 6M | -39.5% | +42.2% | -81.7% | -48.3% |
| All | -39.5% | +37.2% | -76.7% | -48.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling