+281.7%
CORZ vs FFIV
+74.7%
+207.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.3% |
| 7D | -7.8% | -4.2% | -3.6% | -5.3% |
| 30D | -14.8% | -33.9% | +19.1% | +4.9% |
| 3M | -32.5% | -22.6% | -9.9% | -25.0% |
| 6M | -42.7% | -10.4% | -32.3% | -42.6% |
| YTD | -9.8% | +24.3% | -34.1% | -29.0% |
| 1Y | -31.9% | +31.8% | -63.7% | -48.7% |
| All | +281.7% | +74.7% | +207.0% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling