+15.4%
CORZ vs NYT
+17.8%
-2.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.3% |
| 7D | +0.3% | -0.6% | +0.9% | +0.2% |
| 30D | -14.0% | +4.6% | -18.6% | -13.7% |
| 3M | -34.1% | -9.6% | -24.5% | -34.2% |
| 6M | +8.5% | -14.0% | +22.5% | +10.4% |
| YTD | +23.2% | -2.8% | +26.1% | +35.2% |
| 1Y | +15.4% | +15.6% | -0.2% | +57.9% |
| All | +15.4% | +17.8% | -2.5% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling