+323.5%
CORZ vs FTV
+20.4%
+303.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.7% | +10.8% |
| 7D | +14.2% | -0.7% | +14.8% | +14.9% |
| 30D | -3.0% | +18.3% | -21.3% | -11.6% |
| 3M | -26.3% | +10.2% | -36.5% | -30.2% |
| 6M | -36.5% | +12.8% | -49.3% | -41.1% |
| YTD | +0.1% | +23.4% | -23.3% | -14.3% |
| 1Y | -15.9% | +31.4% | -47.3% | -32.2% |
| All | +323.5% | +20.4% | +303.1% | +341.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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