+34.5%
CORZ vs FITB
+23.3%
+11.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.9% |
| 7D | +16.6% | +2.8% | +13.7% | +15.8% |
| 30D | -10.9% | -4.5% | -6.3% | -9.9% |
| 3M | -31.0% | +5.7% | -36.7% | -32.2% |
| 6M | +26.0% | +17.1% | +8.9% | +19.4% |
| YTD | +28.6% | +18.3% | +10.3% | +22.5% |
| 1Y | +34.5% | +23.9% | +10.6% | +28.5% |
| All | +34.5% | +23.3% | +11.1% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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