+420.1%
CORZ vs CRL
+33.5%
+386.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +8.4% | -1.0% | +9.4% | +8.7% |
| 30D | -17.8% | +10.7% | -28.5% | -20.4% |
| 3M | -35.9% | +55.3% | -91.2% | -44.9% |
| 6M | +12.9% | +60.7% | -47.7% | -5.1% |
| YTD | +22.9% | +44.6% | -21.8% | +6.8% |
| 1Y | +31.4% | +77.7% | -46.4% | +5.2% |
| All | +420.1% | +33.5% | +386.5% | +334.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling