+241.9%
CORZ vs CPB
-41.2%
+283.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +2.5% |
| 7D | -11.2% | +8.0% | -19.2% | -6.3% |
| 30D | -26.2% | +22.4% | -48.6% | -15.6% |
| 3M | -44.1% | +2.5% | -46.7% | -42.0% |
| 6M | -52.3% | +12.2% | -64.5% | -47.0% |
| YTD | -19.2% | -12.8% | -6.4% | -19.7% |
| 1Y | -42.9% | -19.2% | -23.7% | -45.3% |
| All | +241.9% | -41.2% | +283.0% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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