+420.1%
CORZ vs FIVE
+33.2%
+386.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.5% |
| 7D | +8.4% | +4.3% | +4.1% | +7.0% |
| 30D | -17.8% | +12.5% | -30.3% | -20.8% |
| 3M | -35.9% | +31.2% | -67.1% | -41.0% |
| 6M | +12.9% | +14.4% | -1.4% | +7.7% |
| YTD | +22.9% | +33.9% | -11.0% | +12.3% |
| 1Y | +31.4% | +65.1% | -33.7% | +13.5% |
| All | +420.1% | +33.2% | +386.8% | +236.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling