+281.7%
CORZ vs CP
+21.5%
+260.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.4% |
| 7D | -7.8% | +2.8% | -10.6% | -9.3% |
| 30D | -14.8% | +11.0% | -25.8% | -20.1% |
| 3M | -32.5% | +3.8% | -36.3% | -34.2% |
| 6M | -42.7% | +9.5% | -52.2% | -46.7% |
| YTD | -9.8% | +28.2% | -38.0% | -24.8% |
| 1Y | -31.9% | +33.0% | -64.9% | -44.6% |
| All | +281.7% | +21.5% | +260.2% | +315.5% |
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