+420.1%
CORZ vs FN
+97.4%
+322.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -1.7% |
| 7D | +8.4% | -1.7% | +10.0% | +9.2% |
| 30D | -17.8% | -22.0% | +4.2% | -7.8% |
| 3M | -35.9% | -43.0% | +7.1% | -16.5% |
| 6M | +12.9% | -27.7% | +40.7% | +26.0% |
| YTD | +22.9% | -10.5% | +33.4% | +19.0% |
| 1Y | +31.4% | +12.5% | +18.9% | +11.2% |
| All | +420.1% | +97.4% | +322.6% | +233.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling