+230.8%
CORZ vs MOD
+32.2%
+198.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -7.3% | -3.5% | -7.0% |
| 7D | -21.1% | -34.2% | +13.0% | -2.2% |
| 30D | -31.8% | -51.9% | +20.1% | -0.3% |
| 3M | -47.7% | -53.0% | +5.3% | -23.2% |
| 6M | -48.7% | -66.4% | +17.6% | -12.3% |
| YTD | -21.8% | -31.5% | +9.7% | -9.7% |
| 1Y | -47.8% | -39.6% | -8.2% | -36.5% |
| All | +230.8% | +32.2% | +198.6% | +253.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling