+241.9%
CORZ vs CP
+19.4%
+222.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +4.2% |
| 7D | -11.2% | +2.8% | -14.0% | -12.8% |
| 30D | -26.2% | +10.2% | -36.4% | -30.6% |
| 3M | -44.1% | +2.4% | -46.5% | -45.2% |
| 6M | -52.3% | +7.7% | -59.9% | -55.2% |
| YTD | -19.2% | +26.0% | -45.2% | -32.0% |
| 1Y | -42.9% | +34.6% | -77.5% | -54.2% |
| All | +241.9% | +19.4% | +222.5% | +275.3% |
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 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