-42.9%
CORZ vs COO
-9.4%
-33.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +3.0% |
| 7D | -11.2% | +4.7% | -16.0% | -10.5% |
| 30D | -26.2% | +13.9% | -40.1% | -25.2% |
| 3M | -44.1% | -14.9% | -29.2% | -46.3% |
| 6M | -52.3% | +2.0% | -54.3% | -53.1% |
| YTD | -19.2% | -23.9% | +4.7% | -18.1% |
| 1Y | -42.9% | -9.6% | -33.3% | -42.2% |
| All | -42.9% | -9.4% | -33.5% | -42.2% |
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