+241.9%
CORZ vs FDX
+60.3%
+181.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +6.1% | +4.3% |
| 7D | -11.2% | -1.6% | -9.6% | -10.8% |
| 30D | -26.2% | +6.6% | -32.8% | -28.2% |
| 3M | -44.1% | -2.1% | -42.1% | -44.1% |
| 6M | -52.3% | +2.2% | -54.4% | -53.3% |
| YTD | -19.2% | +33.9% | -53.2% | -30.4% |
| 1Y | -42.9% | +50.2% | -93.1% | -53.3% |
| All | +241.9% | +60.3% | +181.6% | +178.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling