+269.8%
CORZ vs IT
-59.4%
+329.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.5% | +7.7% | +8.2% |
| 7D | +1.7% | -18.8% | +20.5% | +1.1% |
| 30D | -17.5% | -0.1% | -17.4% | -18.2% |
| 3M | -39.5% | +2.9% | -42.4% | -40.1% |
| 6M | -44.5% | +20.4% | -64.9% | -45.6% |
| YTD | -12.6% | -24.3% | +11.6% | -4.2% |
| 1Y | -37.0% | -17.2% | -19.8% | -33.4% |
| All | +269.8% | -59.4% | +329.2% | +521.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling