+230.8%
CORZ vs IR
+2.9%
+227.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.8% | -8.0% | -9.0% |
| 7D | -21.1% | +2.3% | -23.4% | -22.1% |
| 30D | -31.8% | +3.3% | -35.1% | -33.1% |
| 3M | -47.7% | -9.0% | -38.7% | -44.4% |
| 6M | -48.7% | +8.0% | -56.7% | -51.9% |
| YTD | -21.8% | +3.4% | -25.2% | -25.6% |
| 1Y | -47.8% | +4.5% | -52.3% | -50.7% |
| All | +230.8% | +2.9% | +227.9% | +245.5% |
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