+444.5%
CORZ vs ITW
+8.8%
+435.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.2% | +4.9% |
| 7D | +16.6% | -0.4% | +17.0% | +16.8% |
| 30D | -10.9% | -9.4% | -1.4% | -6.7% |
| 3M | -31.0% | +7.1% | -38.1% | -35.0% |
| 6M | +26.0% | -1.9% | +27.9% | +25.0% |
| YTD | +28.6% | +10.4% | +18.2% | +18.2% |
| 1Y | +34.5% | +3.3% | +31.2% | +29.0% |
| All | +444.5% | +8.8% | +435.7% | +412.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling