+241.9%
CORZ vs FFIV
+71.2%
+170.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.5% |
| 7D | -11.2% | -8.1% | -3.1% | -6.6% |
| 30D | -26.2% | -33.4% | +7.2% | -9.7% |
| 3M | -44.1% | -24.7% | -19.4% | -37.1% |
| 6M | -52.3% | -8.8% | -43.4% | -52.8% |
| YTD | -19.2% | +21.8% | -41.0% | -35.7% |
| 1Y | -42.9% | +25.3% | -68.2% | -55.5% |
| All | +241.9% | +71.2% | +170.7% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling