+230.8%
CORZ vs CP
+21.4%
+209.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.7% | -10.1% | -10.5% |
| 7D | -21.1% | +6.1% | -27.2% | -23.9% |
| 30D | -31.8% | +9.8% | -41.5% | -35.6% |
| 3M | -47.7% | +2.7% | -50.5% | -48.8% |
| 6M | -48.7% | +12.8% | -61.5% | -53.1% |
| YTD | -21.8% | +28.2% | -50.0% | -34.8% |
| 1Y | -47.8% | +34.1% | -81.9% | -57.8% |
| All | +230.8% | +21.4% | +209.4% | +260.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling