-42.9%
CORZ vs FGI
+46.9%
-89.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.3% |
| 7D | -11.2% | -7.0% | -4.3% | -11.2% |
| 30D | -26.2% | -4.2% | -22.0% | -26.2% |
| 3M | -44.1% | +55.6% | -99.7% | -44.7% |
| 6M | -52.3% | -3.2% | -49.1% | -51.6% |
| YTD | -19.2% | +29.1% | -48.4% | -23.1% |
| 1Y | -42.9% | +51.0% | -93.9% | -50.0% |
| All | -42.9% | +46.9% | -89.8% | -50.0% |
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