-41.3%
CORZ vs FDX
+65.6%
-106.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.6% | -14.0% | -10.7% |
| 7D | -14.9% | +8.1% | -23.1% | -15.8% |
| 30D | -23.1% | +13.9% | -37.1% | -24.6% |
| 3M | -44.1% | +5.5% | -49.6% | -44.6% |
| 6M | -39.5% | +15.1% | -54.7% | -41.4% |
| YTD | -12.4% | +43.2% | -55.5% | -16.2% |
| 1Y | -41.3% | +65.0% | -106.4% | -38.1% |
| All | -41.3% | +65.6% | -106.9% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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