+323.5%
CORZ vs FDS
-26.6%
+350.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.7% | +8.2% | +11.5% |
| 7D | +14.2% | -2.1% | +16.3% | +13.7% |
| 30D | -3.0% | +16.0% | -19.0% | -0.5% |
| 3M | -26.3% | +18.8% | -45.1% | -23.7% |
| 6M | -36.5% | +54.1% | -90.6% | -32.9% |
| YTD | +0.1% | +17.0% | -16.9% | +7.5% |
| 1Y | -15.9% | +25.5% | -41.4% | -10.8% |
| All | +323.5% | -26.6% | +350.2% | +372.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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