+322.1%
CORZ vs FTV
+20.5%
+301.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +23.5% | +3.9% | +19.6% | +21.0% |
| 30D | +7.5% | +18.7% | -11.2% | -2.3% |
| 3M | -26.6% | +10.0% | -36.6% | -30.4% |
| 6M | -39.5% | +14.6% | -54.1% | -44.3% |
| YTD | -0.3% | +23.4% | -23.7% | -14.6% |
| 1Y | -4.2% | +31.3% | -35.5% | -22.7% |
| All | +322.1% | +20.5% | +301.6% | +339.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling