+420.1%
CORZ vs IR
-4.0%
+424.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.9% |
| 7D | +8.4% | -2.8% | +11.2% | +10.4% |
| 30D | -17.8% | -15.1% | -2.7% | -8.5% |
| 3M | -35.9% | +6.1% | -42.0% | -39.3% |
| 6M | +12.9% | -16.8% | +29.8% | +26.6% |
| YTD | +22.9% | -3.5% | +26.4% | +22.3% |
| 1Y | +31.4% | -3.5% | +34.8% | +29.6% |
| All | +420.1% | -4.0% | +424.1% | +468.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling