+425.9%
CORZ vs ITW
+6.8%
+419.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.6% |
| 7D | +7.6% | -1.9% | +9.5% | +8.6% |
| 30D | -6.9% | -10.4% | +3.4% | -2.2% |
| 3M | -33.0% | +3.5% | -36.5% | -35.7% |
| 6M | +19.3% | -3.4% | +22.7% | +19.2% |
| YTD | +24.2% | +8.5% | +15.7% | +15.1% |
| 1Y | +24.5% | +3.2% | +21.3% | +18.8% |
| All | +425.9% | +6.8% | +419.0% | +398.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling