+444.5%
CORZ vs INDA
+0.4%
+444.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +6.0% |
| 7D | +16.6% | -1.0% | +17.5% | +17.4% |
| 30D | -10.9% | -2.5% | -8.3% | -8.9% |
| 3M | -31.0% | +4.0% | -35.0% | -33.1% |
| 6M | +26.0% | -1.8% | +27.8% | +27.3% |
| YTD | +28.6% | -9.2% | +37.8% | +37.2% |
| 1Y | +34.5% | -7.2% | +41.6% | +40.9% |
| All | +444.5% | +0.4% | +444.1% | +423.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling