+444.5%
CORZ vs FTI
+302.4%
+142.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +5.7% |
| 7D | +16.6% | -0.2% | +16.7% | +16.6% |
| 30D | -10.9% | +12.3% | -23.2% | -16.3% |
| 3M | -31.0% | +13.8% | -44.8% | -36.6% |
| 6M | +26.0% | +24.3% | +1.8% | +8.9% |
| YTD | +28.6% | +75.8% | -47.1% | -9.0% |
| 1Y | +34.5% | +99.6% | -65.2% | -12.5% |
| All | +444.5% | +302.4% | +142.1% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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