+425.9%
CORZ vs INDA
-0.5%
+426.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.6% | -2.7% |
| 7D | +7.6% | -2.6% | +10.2% | +9.9% |
| 30D | -6.9% | -2.9% | -4.0% | -4.6% |
| 3M | -33.0% | +2.4% | -35.4% | -34.2% |
| 6M | +19.3% | -2.6% | +21.9% | +21.4% |
| YTD | +24.2% | -10.0% | +34.2% | +33.5% |
| 1Y | +24.5% | -7.7% | +32.2% | +31.1% |
| All | +425.9% | -0.5% | +426.4% | +409.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling