+241.9%
CORZ vs FITB
+68.8%
+173.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.8% |
| 7D | -11.2% | -1.5% | -9.7% | -10.6% |
| 30D | -26.2% | +5.8% | -32.0% | -29.2% |
| 3M | -44.1% | -6.1% | -38.0% | -42.0% |
| 6M | -52.3% | +5.9% | -58.2% | -55.0% |
| YTD | -19.2% | +16.1% | -35.3% | -30.1% |
| 1Y | -42.9% | +28.8% | -71.7% | -54.8% |
| All | +241.9% | +68.8% | +173.0% | +111.1% |
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