+420.1%
CORZ vs CPB
-45.6%
+465.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | -2.1% |
| 7D | +8.4% | -8.6% | +17.0% | +3.0% |
| 30D | -17.8% | -7.2% | -10.6% | -21.1% |
| 3M | -35.9% | +0.9% | -36.8% | -34.4% |
| 6M | +12.9% | -11.8% | +24.8% | +9.1% |
| YTD | +22.9% | -19.4% | +42.3% | +14.6% |
| 1Y | +31.4% | -30.4% | +61.7% | +14.4% |
| All | +420.1% | -45.6% | +465.7% | +292.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling