+34.5%
CORZ vs LOW
-23.9%
+58.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +4.5% |
| 7D | +16.6% | +0.4% | +16.2% | +16.6% |
| 30D | -10.9% | -10.1% | -0.8% | -12.1% |
| 3M | -31.0% | -2.9% | -28.2% | -31.7% |
| 6M | +26.0% | -19.4% | +45.4% | +25.5% |
| YTD | +28.6% | -15.4% | +44.1% | +34.2% |
| 1Y | +34.5% | -24.9% | +59.4% | +19.8% |
| All | +34.5% | -23.9% | +58.3% | +19.8% |
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