+322.1%
CORZ vs NTR
+49.8%
+272.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | +23.5% | -0.3% | +23.8% | +23.5% |
| 30D | +7.5% | +2.0% | +5.5% | +7.3% |
| 3M | -26.6% | +6.4% | -33.0% | -27.1% |
| 6M | -39.5% | +1.6% | -41.1% | -39.6% |
| YTD | -0.3% | +18.2% | -18.5% | -3.4% |
| 1Y | -4.2% | +23.9% | -28.2% | -8.1% |
| All | +322.1% | +49.8% | +272.3% | +269.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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