+241.9%
CORZ vs M
+41.1%
+200.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.6% | +7.9% | +4.7% |
| 7D | -11.2% | -4.3% | -7.0% | -10.4% |
| 30D | -26.2% | +1.3% | -27.5% | -26.9% |
| 3M | -44.1% | -7.4% | -36.8% | -43.2% |
| 6M | -52.3% | +18.3% | -70.6% | -55.5% |
| YTD | -19.2% | +7.6% | -26.8% | -22.8% |
| 1Y | -42.9% | +17.4% | -60.3% | -47.1% |
| All | +241.9% | +41.1% | +200.8% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling