+420.1%
CORZ vs MOD
+181.5%
+238.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -2.3% |
| 7D | +8.4% | +9.6% | -1.2% | +3.4% |
| 30D | -17.8% | 0.0% | -17.8% | -17.9% |
| 3M | -35.9% | -35.4% | -0.5% | -20.8% |
| 6M | +12.9% | -7.3% | +20.2% | +14.4% |
| YTD | +22.9% | +45.8% | -22.9% | -3.6% |
| 1Y | +31.4% | +43.1% | -11.8% | +2.2% |
| All | +420.1% | +181.5% | +238.5% | +277.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling