+420.1%
CORZ vs COO
-28.2%
+448.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +8.4% | -2.2% | +10.6% | +8.5% |
| 30D | -17.8% | -7.0% | -10.8% | -17.5% |
| 3M | -35.9% | +12.2% | -48.1% | -37.2% |
| 6M | +12.9% | -15.1% | +28.1% | +16.0% |
| YTD | +22.9% | -15.1% | +38.0% | +26.2% |
| 1Y | +31.4% | +2.3% | +29.0% | +30.1% |
| All | +420.1% | -28.2% | +448.3% | +435.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling