+323.5%
CORZ vs NTR
+50.7%
+272.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.7% | +11.0% |
| 7D | +14.2% | -0.6% | +14.8% | +14.2% |
| 30D | -3.0% | +5.4% | -8.4% | -3.5% |
| 3M | -26.3% | +7.3% | -33.6% | -26.8% |
| 6M | -36.5% | +2.2% | -38.7% | -36.6% |
| YTD | +0.1% | +18.9% | -18.8% | -3.1% |
| 1Y | -15.9% | +23.7% | -39.6% | -19.1% |
| All | +323.5% | +50.7% | +272.9% | +270.7% |
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