+444.5%
CORZ vs NTR
+68.4%
+376.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.5% |
| 7D | +16.6% | +3.8% | +12.7% | +16.1% |
| 30D | -10.9% | +25.2% | -36.1% | -13.0% |
| 3M | -31.0% | +21.0% | -52.0% | -32.5% |
| 6M | +26.0% | +7.6% | +18.4% | +25.0% |
| YTD | +28.6% | +32.9% | -4.2% | +23.2% |
| 1Y | +34.5% | +43.1% | -8.6% | +26.9% |
| All | +444.5% | +68.4% | +376.1% | +371.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling