+241.9%
CORZ vs FDS
-28.2%
+270.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.7% | +7.0% | +2.6% |
| 7D | -11.2% | -0.5% | -10.7% | -11.2% |
| 30D | -26.2% | +20.2% | -46.4% | -23.9% |
| 3M | -44.1% | +19.9% | -64.0% | -42.2% |
| 6M | -52.3% | +56.2% | -108.4% | -49.8% |
| YTD | -19.2% | +14.6% | -33.8% | -13.5% |
| 1Y | -42.9% | +31.6% | -74.5% | -40.5% |
| All | +241.9% | -28.2% | +270.0% | +280.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling