+269.8%
CORZ vs COO
-34.0%
+303.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.5% | +5.6% | +8.0% |
| 7D | +1.7% | +4.3% | -2.6% | +1.5% |
| 30D | -17.5% | +17.6% | -35.0% | -18.6% |
| 3M | -39.5% | -13.9% | -25.6% | -39.0% |
| 6M | -44.5% | +6.6% | -51.1% | -45.7% |
| YTD | -12.6% | -22.0% | +9.4% | -9.9% |
| 1Y | -37.0% | -8.8% | -28.2% | -36.7% |
| All | +269.8% | -34.0% | +303.8% | +282.3% |
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