-41.3%
CORZ vs IR
+11.7%
-53.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.4% | -9.9% | -10.2% |
| 7D | -14.9% | +11.6% | -26.5% | -19.0% |
| 30D | -23.1% | +7.2% | -30.3% | -25.3% |
| 3M | -44.1% | -5.9% | -38.2% | -42.4% |
| 6M | -39.5% | +11.5% | -51.0% | -42.6% |
| YTD | -12.4% | +6.3% | -18.7% | -16.4% |
| 1Y | -41.3% | +9.1% | -50.4% | -43.8% |
| All | -41.3% | +11.7% | -53.0% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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