-41.3%
CORZ vs ITW
+24.0%
-65.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.4% | -12.8% | -10.2% |
| 7D | -14.9% | +6.3% | -21.2% | -14.8% |
| 30D | -23.1% | +11.1% | -34.2% | -23.2% |
| 3M | -44.1% | +0.1% | -44.2% | -43.9% |
| 6M | -39.5% | +18.1% | -57.6% | -42.2% |
| YTD | -12.4% | +21.4% | -33.8% | -15.5% |
| 1Y | -41.3% | +22.9% | -64.2% | -42.1% |
| All | -41.3% | +24.0% | -65.4% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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