+420.1%
CORZ vs FGI
-10.7%
+430.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | 0.0% |
| 7D | +8.4% | +0.5% | +7.8% | +8.4% |
| 30D | -17.8% | +65.4% | -83.2% | -17.3% |
| 3M | -35.9% | +23.5% | -59.4% | -35.4% |
| 6M | +12.9% | +60.5% | -47.6% | +13.3% |
| YTD | +22.9% | +30.0% | -7.1% | +23.4% |
| 1Y | +31.4% | +82.1% | -50.7% | +34.1% |
| All | +420.1% | -10.7% | +430.8% | +465.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling