+322.1%
CORZ vs ITW
+17.1%
+305.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +23.5% | +2.3% | +21.1% | +22.4% |
| 30D | +7.5% | +6.7% | +0.8% | +4.3% |
| 3M | -26.6% | -0.5% | -26.0% | -26.5% |
| 6M | -39.5% | +16.4% | -55.9% | -45.3% |
| YTD | -0.3% | +19.0% | -19.2% | -11.5% |
| 1Y | -4.2% | +20.2% | -24.4% | -15.9% |
| All | +322.1% | +17.1% | +305.0% | +283.4% |
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