-15.9%
CORZ vs CRL
+101.9%
-117.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.9% | +11.9% | +11.3% |
| 7D | +14.2% | +5.0% | +9.2% | +12.2% |
| 30D | -3.0% | +13.5% | -16.5% | -5.4% |
| 3M | -26.3% | +21.5% | -47.8% | -29.3% |
| 6M | -36.5% | +103.4% | -139.9% | -48.5% |
| YTD | +0.1% | +71.8% | -71.7% | -15.9% |
| 1Y | -15.9% | +97.5% | -113.4% | -33.7% |
| All | -15.9% | +101.9% | -117.8% | -33.7% |
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