-41.3%
CORZ vs CRL
+85.3%
-126.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -7.3% | -3.1% | -8.0% |
| 7D | -14.9% | -12.8% | -2.2% | -11.2% |
| 30D | -23.1% | +5.0% | -28.1% | -23.1% |
| 3M | -44.1% | +39.4% | -83.4% | -47.5% |
| 6M | -39.5% | +89.4% | -128.9% | -48.8% |
| YTD | -12.4% | +63.6% | -75.9% | -24.2% |
| 1Y | -41.3% | +83.5% | -124.8% | -49.8% |
| All | -41.3% | +85.3% | -126.7% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling