+318.0%
CORZ vs FITB
+71.6%
+246.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.7% |
| 7D | +26.4% | +0.8% | +25.5% | +25.8% |
| 30D | -6.8% | +7.3% | -14.1% | -11.2% |
| 3M | -31.1% | -6.3% | -24.8% | -28.3% |
| 6M | -36.9% | +12.6% | -49.5% | -43.2% |
| YTD | -1.2% | +18.0% | -19.2% | -15.4% |
| 1Y | -12.5% | +28.9% | -41.4% | -30.5% |
| All | +318.0% | +71.6% | +246.5% | +155.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling