+281.7%
CORZ vs COR
+63.2%
+218.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +3.6% |
| 7D | -7.8% | +2.4% | -10.2% | -6.9% |
| 30D | -14.8% | +7.7% | -22.5% | -11.9% |
| 3M | -32.5% | +7.5% | -40.0% | -30.2% |
| 6M | -42.7% | +34.1% | -76.8% | -35.1% |
| YTD | -9.8% | +3.9% | -13.7% | -3.0% |
| 1Y | -31.9% | -3.6% | -28.3% | -29.1% |
| All | +281.7% | +63.2% | +218.5% | +542.0% |
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