-42.9%
CORZ vs FFIV
+26.7%
-69.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.4% |
| 7D | -11.2% | -8.1% | -3.1% | -8.3% |
| 30D | -26.2% | -33.4% | +7.2% | -16.6% |
| 3M | -44.1% | -24.7% | -19.4% | -40.1% |
| 6M | -52.3% | -8.8% | -43.4% | -53.2% |
| YTD | -19.2% | +21.8% | -41.0% | -32.9% |
| 1Y | -42.9% | +25.3% | -68.2% | -52.9% |
| All | -42.9% | +26.7% | -69.6% | -52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling