-36.5%
CORZ vs ITOT
+3.6%
-40.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.3% | +9.7% | +6.9% |
| 7D | +14.2% | -0.8% | +15.0% | +17.5% |
| 30D | -3.0% | -2.0% | -1.0% | +5.2% |
| 3M | -26.3% | -1.5% | -24.7% | -20.9% |
| 6M | -36.5% | +3.3% | -39.8% | -40.6% |
| All | -36.5% | +3.6% | -40.1% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 6mo: compounded portfolio wealth divided by compounded ITOT 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…
6mo analysis · Full analysis span regression · 6 months rolling