+420.1%
CORZ vs COR
+54.9%
+365.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.9% |
| 7D | +8.4% | +2.8% | +5.6% | +9.7% |
| 30D | -17.8% | +4.5% | -22.4% | -16.0% |
| 3M | -35.9% | +22.7% | -58.6% | -30.0% |
| 6M | +12.9% | -9.7% | +22.7% | +14.2% |
| YTD | +22.9% | -1.4% | +24.3% | +29.2% |
| 1Y | +31.4% | +13.9% | +17.4% | +48.9% |
| All | +420.1% | +54.9% | +365.1% | +755.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling