-41.3%
CORZ vs FIVE
+63.3%
-104.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +6.7% | -17.1% | -12.6% |
| 7D | -14.9% | +7.5% | -22.4% | -17.4% |
| 30D | -23.1% | +16.7% | -39.8% | -27.8% |
| 3M | -44.1% | +13.4% | -57.4% | -47.5% |
| 6M | -39.5% | +9.0% | -48.6% | -41.8% |
| YTD | -12.4% | +33.8% | -46.2% | -30.7% |
| 1Y | -41.3% | +61.2% | -102.5% | -61.2% |
| All | -41.3% | +63.3% | -104.6% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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