-12.5%
CORZ vs HWM
+7.2%
-19.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | +26.4% | +11.1% | +15.2% | +18.5% |
| 30D | -6.8% | +3.0% | -9.8% | -7.9% |
| 3M | -31.1% | -20.7% | -10.4% | -21.0% |
| 6M | -36.9% | -17.2% | -19.7% | -29.4% |
| YTD | -1.2% | +9.1% | -10.3% | -23.0% |
| 1Y | -12.5% | +9.0% | -21.6% | -33.1% |
| All | -12.5% | +7.2% | -19.7% | -33.1% |
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