-41.3%
CORZ vs LOW
-0.5%
-40.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +7.5% | -17.9% | -8.9% |
| 7D | -14.9% | +15.6% | -30.5% | -13.1% |
| 30D | -23.1% | +28.6% | -51.7% | -21.4% |
| 3M | -44.1% | +5.8% | -49.9% | -43.2% |
| 6M | -39.5% | +3.8% | -43.3% | -37.7% |
| YTD | -12.4% | -2.8% | -9.6% | -7.1% |
| 1Y | -41.3% | -1.4% | -39.9% | -38.2% |
| All | -41.3% | -0.5% | -40.8% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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