-41.3%
CORZ vs FN
-25.7%
-15.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -6.0% | -4.4% | -7.2% |
| 7D | -14.9% | -7.0% | -7.9% | -11.4% |
| 30D | -23.1% | -24.7% | +1.6% | -11.6% |
| 3M | -44.1% | -35.7% | -8.4% | -31.6% |
| 6M | -39.5% | -52.4% | +12.9% | -17.2% |
| YTD | -12.4% | -25.0% | +12.6% | -10.4% |
| 1Y | -41.3% | -25.7% | -15.6% | -40.8% |
| All | -41.3% | -25.7% | -15.6% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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