-31.9%
CORZ vs CRL
+106.9%
-138.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.4% | +4.0% |
| 7D | -7.8% | -1.7% | -6.1% | -7.2% |
| 30D | -14.8% | +14.6% | -29.4% | -17.1% |
| 3M | -32.5% | +24.8% | -57.3% | -35.5% |
| 6M | -42.7% | +94.7% | -137.4% | -52.1% |
| YTD | -9.8% | +73.4% | -83.2% | -24.0% |
| 1Y | -31.9% | +104.7% | -136.6% | -45.3% |
| All | -31.9% | +106.9% | -138.8% | -45.3% |
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