-34.1%
CORZ vs IR
+11.6%
-45.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.7% | +3.5% | +5.9% |
| 7D | +1.7% | +5.0% | -3.3% | -0.3% |
| 30D | -17.5% | +10.3% | -27.8% | -20.8% |
| 3M | -39.5% | -0.1% | -39.4% | -39.3% |
| 6M | -44.5% | +14.8% | -59.3% | -48.0% |
| YTD | -12.6% | +9.7% | -22.4% | -17.1% |
| All | -34.1% | +11.6% | -45.6% | -36.6% |
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