-41.3%
CORZ vs COO
-7.7%
-33.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +5.9% | -16.3% | -9.3% |
| 7D | -14.9% | +8.4% | -23.4% | -13.6% |
| 30D | -23.1% | +13.5% | -36.6% | -21.8% |
| 3M | -44.1% | -13.8% | -30.3% | -46.2% |
| 6M | -39.5% | +4.7% | -44.2% | -40.2% |
| YTD | -12.4% | -21.4% | +9.0% | -10.7% |
| 1Y | -41.3% | -6.7% | -34.6% | -39.5% |
| All | -41.3% | -7.7% | -33.7% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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