+421.5%
CORZ vs FRSH
-47.0%
+468.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | +0.3% | -6.6% | +6.9% | +2.1% |
| 30D | -14.0% | +2.1% | -16.1% | -15.3% |
| 3M | -34.1% | +29.0% | -63.1% | -41.2% |
| 6M | +8.5% | +48.6% | -40.2% | -10.1% |
| YTD | +23.2% | -2.9% | +26.2% | +21.1% |
| 1Y | +15.4% | -7.9% | +23.3% | +15.8% |
| All | +421.5% | -47.0% | +468.5% | +484.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling