-41.3%
CORZ vs IT
-17.9%
-23.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.5% | -11.8% | -9.9% |
| 7D | -14.9% | -5.5% | -9.5% | -15.9% |
| 30D | -23.1% | +10.3% | -33.5% | -20.9% |
| 3M | -44.1% | +11.5% | -55.6% | -41.8% |
| 6M | -39.5% | +40.3% | -79.8% | -32.2% |
| YTD | -12.4% | -17.9% | +5.5% | -16.3% |
| 1Y | -41.3% | -8.8% | -32.5% | -42.2% |
| All | -41.3% | -17.9% | -23.4% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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