-31.9%
CORZ vs FIVE
+63.0%
-94.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -7.8% | +7.3% | -15.1% | -10.1% |
| 30D | -14.8% | +18.1% | -32.9% | -20.1% |
| 3M | -32.5% | +7.7% | -40.2% | -34.8% |
| 6M | -42.7% | +13.6% | -56.3% | -46.3% |
| YTD | -9.8% | +34.6% | -44.4% | -28.4% |
| 1Y | -31.9% | +66.2% | -98.2% | -55.7% |
| All | -31.9% | +63.0% | -94.9% | -55.7% |
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 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