+318.0%
CORZ vs FIVE
+30.6%
+287.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | +26.4% | +2.4% | +23.9% | +25.6% |
| 30D | -6.8% | +15.8% | -22.7% | -10.7% |
| 3M | -31.1% | +3.8% | -34.9% | -32.2% |
| 6M | -36.9% | +18.5% | -55.4% | -40.6% |
| YTD | -1.2% | +31.2% | -32.5% | -9.4% |
| 1Y | -12.5% | +61.8% | -74.3% | -24.0% |
| All | +318.0% | +30.6% | +287.5% | +171.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling