+318.0%
CORZ vs FFIV
+74.9%
+243.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | +26.4% | +1.9% | +24.5% | +25.2% |
| 30D | -6.8% | -33.3% | +26.5% | +14.2% |
| 3M | -31.1% | -24.9% | -6.2% | -22.0% |
| 6M | -36.9% | -10.5% | -26.4% | -36.6% |
| YTD | -1.2% | +24.4% | -25.7% | -22.2% |
| 1Y | -12.5% | +32.3% | -44.8% | -34.2% |
| All | +318.0% | +74.9% | +243.1% | +183.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling