-47.8%
CORZ vs CSGP
-53.9%
+6.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.6% | -9.2% | -11.3% |
| 7D | -21.1% | +13.9% | -35.0% | -18.1% |
| 30D | -31.8% | +16.0% | -47.8% | -28.8% |
| 3M | -47.7% | +6.1% | -53.8% | -46.2% |
| 6M | -48.7% | -8.2% | -40.5% | -46.9% |
| YTD | -21.8% | -52.3% | +30.5% | -12.6% |
| 1Y | -47.8% | -54.5% | +6.7% | -41.0% |
| All | -47.8% | -53.9% | +6.1% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling