-41.3%
CORZ vs M
+36.6%
-77.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +7.6% | -18.0% | -12.1% |
| 7D | -14.9% | +8.3% | -23.2% | -16.8% |
| 30D | -23.1% | +14.2% | -37.3% | -26.1% |
| 3M | -44.1% | -1.1% | -43.0% | -44.0% |
| 6M | -39.5% | +36.6% | -76.1% | -45.5% |
| YTD | -12.4% | +19.8% | -32.2% | -20.8% |
| 1Y | -41.3% | +37.2% | -78.5% | -48.2% |
| All | -41.3% | +36.6% | -77.9% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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