+425.9%
CORZ vs NTR
+68.4%
+357.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.5% | -3.4% |
| 7D | +7.6% | +0.5% | +7.1% | +7.6% |
| 30D | -6.9% | +21.7% | -28.7% | -8.8% |
| 3M | -33.0% | +22.8% | -55.8% | -34.6% |
| 6M | +19.3% | +8.2% | +11.1% | +18.3% |
| YTD | +24.2% | +32.9% | -8.7% | +19.0% |
| 1Y | +24.5% | +45.3% | -20.8% | +17.1% |
| All | +425.9% | +68.4% | +357.4% | +355.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling