-41.3%
CORZ vs HWM
+5.4%
-46.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.3% | -6.1% | -7.9% |
| 7D | -14.9% | +9.4% | -24.3% | -18.8% |
| 30D | -23.1% | -7.0% | -16.2% | -19.5% |
| 3M | -44.1% | -25.9% | -18.2% | -33.1% |
| 6M | -39.5% | -10.8% | -28.7% | -37.5% |
| YTD | -12.4% | +4.3% | -16.7% | -30.5% |
| 1Y | -41.3% | +4.4% | -45.7% | -54.5% |
| All | -41.3% | +5.4% | -46.7% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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