-42.9%
CORZ vs CSGP
-56.4%
+13.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.7% | +8.0% | +2.0% |
| 7D | -11.2% | +1.3% | -12.5% | -10.7% |
| 30D | -26.2% | +10.7% | -36.9% | -23.8% |
| 3M | -44.1% | +3.3% | -47.4% | -42.9% |
| 6M | -52.3% | -10.3% | -41.9% | -51.3% |
| YTD | -19.2% | -54.6% | +35.3% | -12.9% |
| 1Y | -42.9% | -54.6% | +11.8% | -37.5% |
| All | -42.9% | -56.4% | +13.5% | -37.5% |
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