+322.1%
CORZ vs FFIV
+70.2%
+251.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.6% | +2.5% |
| 7D | +23.5% | -0.5% | +24.0% | +23.9% |
| 30D | +7.5% | -32.4% | +39.9% | +30.0% |
| 3M | -26.6% | -25.7% | -0.9% | -16.6% |
| 6M | -39.5% | -13.5% | -26.0% | -38.1% |
| YTD | -0.3% | +21.1% | -21.4% | -20.3% |
| 1Y | -4.2% | +29.4% | -33.6% | -27.3% |
| All | +322.1% | +70.2% | +251.9% | +190.4% |
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