-39.5%
CORZ vs CSGP
-8.9%
-30.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +4.0% | -14.4% | -8.2% |
| 7D | -14.9% | +18.3% | -33.2% | -6.6% |
| 30D | -23.1% | +17.8% | -40.9% | -14.5% |
| 3M | -44.1% | +9.3% | -53.3% | -39.4% |
| 6M | -39.5% | -7.9% | -31.6% | -41.2% |
| All | -39.5% | -8.9% | -30.6% | -41.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling