+34.5%
CORZ vs CRL
+72.1%
-37.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.7% | +7.4% | +5.1% |
| 7D | +16.6% | -0.6% | +17.1% | +16.6% |
| 30D | -10.9% | +5.0% | -15.8% | -11.5% |
| 3M | -31.0% | +50.6% | -81.6% | -36.8% |
| 6M | +26.0% | +60.9% | -34.9% | +12.1% |
| YTD | +28.6% | +40.7% | -12.1% | +16.7% |
| 1Y | +34.5% | +73.3% | -38.9% | +25.5% |
| All | +34.5% | +72.1% | -37.6% | +25.5% |
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