-41.3%
CORZ vs COR
+5.5%
-46.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +4.0% | -14.4% | -8.7% |
| 7D | -14.9% | +9.1% | -24.1% | -11.5% |
| 30D | -23.1% | +12.4% | -35.5% | -19.0% |
| 3M | -44.1% | +15.8% | -59.9% | -40.3% |
| 6M | -39.5% | +17.1% | -56.6% | -33.9% |
| YTD | -12.4% | +5.4% | -17.8% | +2.8% |
| 1Y | -41.3% | +3.5% | -44.8% | -31.6% |
| All | -41.3% | +5.5% | -46.8% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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