+230.8%
CORZ vs FN
+42.0%
+188.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -14.2% | +3.4% | -3.0% |
| 7D | -21.1% | -16.0% | -5.2% | -12.9% |
| 30D | -31.8% | -40.1% | +8.3% | -10.2% |
| 3M | -47.7% | -43.9% | -3.8% | -30.1% |
| 6M | -48.7% | -55.6% | +6.9% | -24.3% |
| YTD | -21.8% | -35.7% | +13.8% | -9.9% |
| 1Y | -47.8% | -39.8% | -8.0% | -37.7% |
| All | +230.8% | +42.0% | +188.8% | +152.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling