-11.4%
CORZ vs FPS
-17.4%
+6.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.0% | +8.2% | +5.9% |
| 7D | -7.8% | -20.9% | +13.1% | +3.1% |
| 30D | -14.8% | -46.3% | +31.5% | +15.1% |
| 3M | -32.5% | -42.9% | +10.4% | -12.8% |
| 6M | -42.7% | -46.8% | +4.1% | -26.4% |
| All | -11.4% | -17.4% | +6.0% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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