+421.5%
CORZ vs NTRS
+148.4%
+273.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +2.3% |
| 7D | +0.3% | +1.4% | -1.1% | -1.0% |
| 30D | -14.0% | -0.7% | -13.4% | -13.6% |
| 3M | -34.1% | +11.3% | -45.4% | -40.3% |
| 6M | +8.5% | +35.5% | -27.1% | -17.4% |
| YTD | +23.2% | +40.6% | -17.4% | -8.8% |
| 1Y | +15.4% | +49.2% | -33.8% | -19.1% |
| All | +421.5% | +148.4% | +273.1% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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