+420.1%
CORZ vs FDS
-33.8%
+453.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.5% | -0.6% |
| 7D | +8.4% | -1.9% | +10.3% | +8.0% |
| 30D | -17.8% | +9.0% | -26.8% | -16.6% |
| 3M | -35.9% | +18.9% | -54.8% | -33.8% |
| 6M | +12.9% | +35.1% | -22.2% | +17.2% |
| YTD | +22.9% | +5.5% | +17.4% | +29.3% |
| 1Y | +31.4% | -16.8% | +48.2% | +46.5% |
| All | +420.1% | -33.8% | +453.9% | +468.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling