+31.4%
CORZ vs FIVE
+66.7%
-35.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.9% |
| 7D | +8.4% | +4.3% | +4.1% | +6.6% |
| 30D | -17.8% | +12.5% | -30.3% | -22.1% |
| 3M | -35.9% | +31.2% | -67.1% | -43.1% |
| 6M | +12.9% | +14.4% | -1.4% | +5.6% |
| YTD | +22.9% | +33.9% | -11.0% | +6.7% |
| 1Y | +31.4% | +65.1% | -33.7% | +6.2% |
| All | +31.4% | +66.7% | -35.3% | +6.2% |
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