+420.1%
CORZ vs LEN
-39.6%
+459.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.2% |
| 7D | +8.4% | -3.2% | +11.5% | +9.3% |
| 30D | -17.8% | -4.9% | -12.9% | -16.8% |
| 3M | -35.9% | -8.5% | -27.4% | -34.5% |
| 6M | +12.9% | -20.7% | +33.6% | +18.8% |
| YTD | +22.9% | -17.4% | +40.3% | +27.1% |
| 1Y | +31.4% | -38.2% | +69.6% | +45.5% |
| All | +420.1% | -39.6% | +459.7% | +476.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 all: compounded portfolio wealth divided by compounded LEN 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…
all analysis · Full analysis span regression · 6 months rolling