+241.9%
CORZ vs COR
+56.1%
+185.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +2.6% |
| 7D | -11.2% | +0.8% | -12.1% | -10.7% |
| 30D | -26.2% | +5.1% | -31.4% | -24.3% |
| 3M | -44.1% | +2.8% | -47.0% | -43.1% |
| 6M | -52.3% | +32.5% | -84.8% | -46.2% |
| YTD | -19.2% | -0.7% | -18.6% | -14.5% |
| 1Y | -42.9% | -6.7% | -36.2% | -41.1% |
| All | +241.9% | +56.1% | +185.7% | +465.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling