+15.4%
CORZ vs GWRE
-44.7%
+60.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.4% |
| 7D | +0.3% | -13.2% | +13.5% | -2.1% |
| 30D | -14.0% | -18.6% | +4.5% | -16.2% |
| 3M | -34.1% | +18.9% | -53.0% | -33.2% |
| 6M | +8.5% | -11.0% | +19.4% | +12.0% |
| YTD | +23.2% | -29.9% | +53.1% | +23.4% |
| 1Y | +15.4% | -44.3% | +59.7% | +22.7% |
| All | +15.4% | -44.7% | +60.0% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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