+444.5%
CORZ vs IT
-63.4%
+507.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -7.4% | +12.1% | +4.9% |
| 7D | +16.6% | -9.1% | +25.7% | +16.8% |
| 30D | -10.9% | -7.0% | -3.8% | -10.8% |
| 3M | -31.0% | +7.6% | -38.6% | -31.3% |
| 6M | +26.0% | +2.1% | +23.9% | +26.4% |
| YTD | +28.6% | -31.6% | +60.2% | +42.6% |
| 1Y | +34.5% | -29.9% | +64.4% | +46.6% |
| All | +444.5% | -63.4% | +507.8% | +825.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling