+241.9%
CORZ vs FIVE
+26.9%
+214.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.4% |
| 7D | -11.2% | -0.3% | -11.0% | -11.3% |
| 30D | -26.2% | +17.7% | -43.9% | -29.7% |
| 3M | -44.1% | +4.0% | -48.1% | -45.1% |
| 6M | -52.3% | +2.6% | -54.9% | -53.1% |
| YTD | -19.2% | +27.6% | -46.8% | -25.3% |
| 1Y | -42.9% | +59.9% | -102.8% | -50.2% |
| All | +241.9% | +26.9% | +214.9% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling