+420.1%
CORZ vs CRS
+607.1%
-187.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -1.0% |
| 7D | +8.4% | -0.2% | +8.6% | +8.4% |
| 30D | -17.8% | -16.6% | -1.2% | -9.1% |
| 3M | -35.9% | -3.5% | -32.4% | -34.6% |
| 6M | +12.9% | +15.4% | -2.5% | +3.7% |
| YTD | +22.9% | +51.2% | -28.3% | -3.5% |
| 1Y | +31.4% | +98.3% | -66.9% | -14.5% |
| All | +420.1% | +607.1% | -187.0% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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