-42.9%
CORZ vs FN
-33.3%
-9.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +11.7% | -8.3% | -2.9% |
| 7D | -11.2% | 0.0% | -11.2% | -11.1% |
| 30D | -26.2% | -34.3% | +8.1% | -9.2% |
| 3M | -44.1% | -39.9% | -4.3% | -29.4% |
| 6M | -52.3% | -51.8% | -0.4% | -34.8% |
| YTD | -19.2% | -28.1% | +8.9% | -15.9% |
| 1Y | -42.9% | -29.1% | -13.8% | -41.2% |
| All | -42.9% | -33.3% | -9.6% | -41.2% |
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