+420.1%
CORZ vs FTI
+311.0%
+109.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +8.4% | +5.3% | +3.1% | +5.6% |
| 30D | -17.8% | +15.3% | -33.2% | -23.8% |
| 3M | -35.9% | +15.8% | -51.7% | -41.5% |
| 6M | +12.9% | +22.6% | -9.6% | -1.2% |
| YTD | +22.9% | +79.5% | -56.7% | -13.9% |
| 1Y | +31.4% | +102.0% | -70.7% | -14.9% |
| All | +420.1% | +311.0% | +109.0% | +168.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling