+241.9%
CORZ vs IR
+4.3%
+237.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +2.4% |
| 7D | -11.2% | +3.7% | -14.9% | -13.1% |
| 30D | -26.2% | +7.4% | -33.7% | -29.4% |
| 3M | -44.1% | -5.9% | -38.2% | -41.9% |
| 6M | -52.3% | +5.6% | -57.8% | -54.5% |
| YTD | -19.2% | +4.8% | -24.1% | -23.8% |
| 1Y | -42.9% | +6.9% | -49.8% | -47.0% |
| All | +241.9% | +4.3% | +237.5% | +253.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling