+420.1%
CORZ vs CSGP
-63.5%
+483.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.2% |
| 7D | +8.4% | -4.1% | +12.4% | +8.9% |
| 30D | -17.8% | +2.3% | -20.1% | -18.4% |
| 3M | -35.9% | -8.2% | -27.7% | -35.0% |
| 6M | +12.9% | -35.1% | +48.0% | +26.4% |
| YTD | +22.9% | -54.0% | +76.9% | +54.8% |
| 1Y | +31.4% | -65.3% | +96.7% | +86.4% |
| All | +420.1% | -63.5% | +483.6% | +632.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling