-42.9%
CORZ vs IR
+5.9%
-48.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +2.7% |
| 7D | -11.2% | +3.7% | -14.9% | -12.4% |
| 30D | -26.2% | +7.4% | -33.7% | -28.2% |
| 3M | -44.1% | -5.9% | -38.2% | -42.4% |
| 6M | -52.3% | +5.6% | -57.8% | -53.3% |
| YTD | -19.2% | +4.8% | -24.1% | -22.0% |
| 1Y | -42.9% | +6.9% | -49.8% | -44.3% |
| All | -42.9% | +5.9% | -48.8% | -44.3% |
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