+241.9%
CORZ vs FOXA
+117.1%
+124.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.9% | +3.6% |
| 7D | -11.2% | +5.4% | -16.6% | -12.0% |
| 30D | -26.2% | +6.3% | -32.5% | -27.1% |
| 3M | -44.1% | +8.3% | -52.5% | -45.0% |
| 6M | -52.3% | +7.6% | -59.8% | -53.2% |
| YTD | -19.2% | -7.9% | -11.3% | -15.7% |
| 1Y | -42.9% | +2.4% | -45.2% | -43.0% |
| All | +241.9% | +117.1% | +124.8% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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