+404.9%
CORZ vs NTRS
+145.8%
+259.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.3% | -5.2% |
| 7D | -3.0% | +0.3% | -3.3% | -3.4% |
| 30D | -12.1% | +0.2% | -12.3% | -12.3% |
| 3M | -32.4% | +13.2% | -45.6% | -39.6% |
| 6M | +12.4% | +36.9% | -24.6% | -15.2% |
| YTD | +19.3% | +39.1% | -19.8% | -10.9% |
| 1Y | +8.6% | +50.4% | -41.8% | -24.4% |
| All | +404.9% | +145.8% | +259.1% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling