-41.3%
CORZ vs FGI
+38.7%
-80.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -5.0% | -5.4% | -10.4% |
| 7D | -14.9% | +3.3% | -18.3% | -14.9% |
| 30D | -23.1% | -2.0% | -21.1% | -23.1% |
| 3M | -44.1% | +60.3% | -104.3% | -44.7% |
| 6M | -39.5% | +0.7% | -40.3% | -38.9% |
| YTD | -12.4% | +30.2% | -42.5% | -16.7% |
| 1Y | -41.3% | +44.4% | -85.7% | -49.4% |
| All | -41.3% | +38.7% | -80.0% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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