+322.1%
CORZ vs INDA
+5.2%
+316.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +23.5% | +1.1% | +22.4% | +22.4% |
| 30D | +7.5% | +9.4% | -1.9% | -0.6% |
| 3M | -26.6% | +2.9% | -29.5% | -28.4% |
| 6M | -39.5% | +7.2% | -46.7% | -42.8% |
| YTD | -0.3% | -4.8% | +4.5% | +2.3% |
| 1Y | -4.2% | -5.1% | +0.9% | -1.5% |
| All | +322.1% | +5.2% | +316.9% | +290.0% |
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