+241.9%
CORZ vs LOW
+10.3%
+231.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.6% |
| 7D | -11.2% | +7.4% | -18.6% | -13.2% |
| 30D | -26.2% | +24.5% | -50.7% | -31.5% |
| 3M | -44.1% | +3.5% | -47.6% | -44.8% |
| 6M | -52.3% | -2.6% | -49.7% | -51.7% |
| YTD | -19.2% | -4.8% | -14.4% | -18.0% |
| 1Y | -42.9% | -0.8% | -42.1% | -43.7% |
| All | +241.9% | +10.3% | +231.5% | +240.6% |
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