+241.9%
CORZ vs FTI
+227.0%
+14.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +1.7% |
| 7D | -11.2% | -7.6% | -3.6% | -7.3% |
| 30D | -26.2% | -7.1% | -19.1% | -23.2% |
| 3M | -44.1% | -8.7% | -35.4% | -41.8% |
| 6M | -52.3% | -14.0% | -38.3% | -49.3% |
| YTD | -19.2% | +42.8% | -62.1% | -36.5% |
| 1Y | -42.9% | +50.4% | -93.3% | -56.5% |
| All | +241.9% | +227.0% | +14.8% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling