-4.2%
CORZ vs FDX
+51.6%
-55.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +23.5% | +5.2% | +18.3% | +22.2% |
| 30D | +7.5% | +11.3% | -3.8% | +5.0% |
| 3M | -26.6% | -4.1% | -22.5% | -25.4% |
| 6M | -39.5% | +9.6% | -49.1% | -41.6% |
| YTD | -0.3% | +40.9% | -41.2% | -15.2% |
| 1Y | -4.2% | +53.0% | -57.2% | -18.0% |
| All | -4.2% | +51.6% | -55.8% | -18.0% |
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