+34.5%
CORZ vs FTV
+19.1%
+15.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +4.6% |
| 7D | +16.6% | -0.4% | +16.9% | +16.5% |
| 30D | -10.9% | -8.3% | -2.5% | -11.6% |
| 3M | -31.0% | -7.4% | -23.6% | -30.6% |
| 6M | +26.0% | -1.2% | +27.3% | +26.9% |
| YTD | +28.6% | +2.7% | +25.9% | +34.5% |
| 1Y | +34.5% | +18.4% | +16.0% | +51.9% |
| All | +34.5% | +19.1% | +15.3% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling