+420.1%
CORZ vs M
+39.7%
+380.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.6% | -0.9% |
| 7D | +8.4% | +4.7% | +3.6% | +6.8% |
| 30D | -17.8% | -9.6% | -8.2% | -15.2% |
| 3M | -35.9% | +0.9% | -36.8% | -36.4% |
| 6M | +12.9% | +22.3% | -9.3% | +5.1% |
| YTD | +22.9% | +6.5% | +16.3% | +18.6% |
| 1Y | +31.4% | +38.8% | -7.4% | +15.6% |
| All | +420.1% | +39.7% | +380.4% | +262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling