-41.3%
CORZ vs CP
+35.2%
-76.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.5% | -13.9% | -10.9% |
| 7D | -14.9% | +5.6% | -20.5% | -15.8% |
| 30D | -23.1% | +10.0% | -33.2% | -25.0% |
| 3M | -44.1% | +4.4% | -48.5% | -44.5% |
| 6M | -39.5% | +14.1% | -53.6% | -43.3% |
| YTD | -12.4% | +29.1% | -41.4% | -21.1% |
| 1Y | -41.3% | +34.6% | -75.9% | -48.3% |
| All | -41.3% | +35.2% | -76.5% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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