+404.9%
CORZ vs NYT
+39.6%
+365.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -3.9% | -4.0% |
| 7D | -3.0% | -0.7% | -2.2% | -2.8% |
| 30D | -12.1% | +4.5% | -16.6% | -13.0% |
| 3M | -32.4% | -8.5% | -23.9% | -31.6% |
| 6M | +12.4% | -15.1% | +27.4% | +16.6% |
| YTD | +19.3% | -3.3% | +22.6% | +18.6% |
| 1Y | +8.6% | +17.0% | -8.4% | +0.2% |
| All | +404.9% | +39.6% | +365.3% | +283.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling