+281.7%
CORZ vs CRL
+60.1%
+221.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.4% | +4.0% |
| 7D | -7.8% | -1.7% | -6.1% | -7.1% |
| 30D | -14.8% | +14.6% | -29.4% | -17.9% |
| 3M | -32.5% | +24.8% | -57.3% | -36.6% |
| 6M | -42.7% | +94.7% | -137.4% | -54.2% |
| YTD | -9.8% | +73.4% | -83.2% | -25.6% |
| 1Y | -31.9% | +104.7% | -136.6% | -47.1% |
| All | +281.7% | +60.1% | +221.6% | +202.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling