+420.1%
CORZ vs CP
+18.4%
+401.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +8.4% | -2.7% | +11.0% | +10.1% |
| 30D | -17.8% | +0.2% | -18.0% | -18.0% |
| 3M | -35.9% | +2.6% | -38.5% | -37.5% |
| 6M | +12.9% | +6.0% | +7.0% | +7.4% |
| YTD | +22.9% | +24.9% | -2.1% | +4.4% |
| 1Y | +31.4% | +20.1% | +11.2% | +14.3% |
| All | +420.1% | +18.4% | +401.7% | +476.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling