+420.1%
CORZ vs HWM
+360.7%
+59.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | +8.4% | -2.1% | +10.5% | +9.6% |
| 30D | -17.8% | -11.0% | -6.8% | -11.2% |
| 3M | -35.9% | +4.0% | -39.9% | -37.9% |
| 6M | +12.9% | -0.2% | +13.2% | +11.3% |
| YTD | +22.9% | +26.7% | -3.8% | +0.9% |
| 1Y | +31.4% | +44.7% | -13.4% | -1.6% |
| All | +420.1% | +360.7% | +59.3% | +189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling