-48.7%
CORZ vs CPB
+17.0%
-65.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.7% | -11.5% | -10.2% |
| 7D | -21.1% | +11.6% | -32.7% | -12.6% |
| 30D | -31.8% | +23.3% | -55.1% | -17.8% |
| 3M | -47.7% | +1.6% | -49.4% | -46.6% |
| 6M | -48.7% | +13.9% | -62.7% | -40.9% |
| All | -48.7% | +17.0% | -65.7% | -40.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling