+444.5%
CORZ vs LOW
-2.0%
+446.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.3% |
| 7D | +16.6% | +0.4% | +16.2% | +16.4% |
| 30D | -10.9% | -10.1% | -0.8% | -7.7% |
| 3M | -31.0% | -2.9% | -28.2% | -31.5% |
| 6M | +26.0% | -19.4% | +45.4% | +36.8% |
| YTD | +28.6% | -15.4% | +44.1% | +35.7% |
| 1Y | +34.5% | -24.9% | +59.4% | +52.2% |
| All | +444.5% | -2.0% | +446.5% | +463.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling