-41.3%
CORZ vs MSCI
+17.3%
-58.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +5.4% | -15.8% | -8.9% |
| 7D | -14.9% | +11.5% | -26.4% | -12.3% |
| 30D | -23.1% | +22.1% | -45.2% | -19.4% |
| 3M | -44.1% | +18.4% | -62.5% | -41.8% |
| 6M | -39.5% | +16.6% | -56.2% | -37.4% |
| YTD | -12.4% | +18.8% | -31.2% | -9.0% |
| 1Y | -41.3% | +19.0% | -60.3% | -38.7% |
| All | -41.3% | +17.3% | -58.6% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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