+322.1%
CORZ vs COO
-35.4%
+357.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +0.9% |
| 7D | +23.5% | +0.5% | +23.0% | +23.4% |
| 30D | +7.5% | +14.2% | -6.7% | +6.2% |
| 3M | -26.6% | -18.2% | -8.4% | -25.8% |
| 6M | -39.5% | +5.3% | -44.8% | -40.8% |
| YTD | -0.3% | -23.6% | +23.3% | +3.0% |
| 1Y | -4.2% | -12.7% | +8.5% | -3.3% |
| All | +322.1% | -35.4% | +357.4% | +336.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling