-36.5%
CORZ vs CPB
+9.7%
-46.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.2% | +9.8% |
| 7D | +14.2% | -4.1% | +18.3% | +10.4% |
| 30D | -3.0% | +16.9% | -19.9% | +11.3% |
| 3M | -26.3% | -0.6% | -25.7% | -25.6% |
| 6M | -36.5% | +11.4% | -47.9% | -28.9% |
| All | -36.5% | +9.7% | -46.2% | -28.9% |
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