+230.8%
CORZ vs COO
-34.5%
+265.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.4% | -9.4% | -10.7% |
| 7D | -21.1% | +5.3% | -26.4% | -21.4% |
| 30D | -31.8% | +12.5% | -44.3% | -32.4% |
| 3M | -47.7% | -15.1% | -32.6% | -47.3% |
| 6M | -48.7% | +3.7% | -52.4% | -49.6% |
| YTD | -21.8% | -22.5% | +0.7% | -19.4% |
| 1Y | -47.8% | -7.8% | -40.0% | -47.7% |
| All | +230.8% | -34.5% | +265.3% | +242.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling