+322.1%
CORZ vs CP
+21.9%
+300.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.2% |
| 7D | +23.5% | +2.1% | +21.3% | +22.2% |
| 30D | +7.5% | +9.3% | -1.8% | +1.8% |
| 3M | -26.6% | +0.5% | -27.1% | -27.1% |
| 6M | -39.5% | +10.4% | -49.9% | -44.0% |
| YTD | -0.3% | +28.7% | -29.0% | -17.0% |
| 1Y | -4.2% | +33.2% | -37.4% | -22.1% |
| All | +322.1% | +21.9% | +300.2% | +358.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling