-31.9%
CORZ vs FFIV
+28.6%
-60.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.3% |
| 7D | -7.8% | -4.2% | -3.6% | -6.2% |
| 30D | -14.8% | -33.9% | +19.1% | -3.5% |
| 3M | -32.5% | -22.6% | -9.9% | -28.4% |
| 6M | -42.7% | -10.4% | -32.3% | -43.1% |
| YTD | -9.8% | +24.3% | -34.1% | -24.7% |
| 1Y | -31.9% | +31.8% | -63.7% | -43.5% |
| All | -31.9% | +28.6% | -60.6% | -43.5% |
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