+322.1%
CORZ vs CPB
-41.3%
+363.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +3.0% |
| 7D | +23.5% | -1.6% | +25.0% | +22.4% |
| 30D | +7.5% | +19.2% | -11.7% | +20.9% |
| 3M | -26.6% | -0.9% | -25.7% | -25.4% |
| 6M | -39.5% | +15.2% | -54.7% | -32.0% |
| YTD | -0.3% | -13.1% | +12.8% | -1.0% |
| 1Y | -4.2% | -22.4% | +18.2% | -10.4% |
| All | +322.1% | -41.3% | +363.4% | +238.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling