+281.7%
CORZ vs IR
+7.9%
+273.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +4.0% |
| 7D | -7.8% | +1.5% | -9.3% | -8.5% |
| 30D | -14.8% | +9.0% | -23.8% | -19.2% |
| 3M | -32.5% | -0.9% | -31.6% | -32.1% |
| 6M | -42.7% | +13.4% | -56.1% | -48.0% |
| YTD | -9.8% | +8.5% | -18.3% | -16.8% |
| 1Y | -31.9% | +11.3% | -43.2% | -38.5% |
| All | +281.7% | +7.9% | +273.7% | +286.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling