+420.1%
CORZ vs FITB
+73.2%
+346.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | +8.4% | +0.6% | +7.8% | +8.0% |
| 30D | -17.8% | -4.7% | -13.1% | -15.0% |
| 3M | -35.9% | +6.7% | -42.6% | -39.2% |
| 6M | +12.9% | +12.6% | +0.4% | +2.3% |
| YTD | +22.9% | +19.1% | +3.8% | +5.1% |
| 1Y | +31.4% | +22.6% | +8.7% | +8.9% |
| All | +420.1% | +73.2% | +346.8% | +217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling