-41.3%
CORZ vs O
+8.1%
-49.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.0% | -13.4% | -7.6% |
| 7D | -14.9% | +5.8% | -20.8% | -10.2% |
| 30D | -23.1% | +10.7% | -33.8% | -15.8% |
| 3M | -44.1% | -4.5% | -39.5% | -45.4% |
| 6M | -39.5% | -4.1% | -35.4% | -39.6% |
| YTD | -12.4% | +9.8% | -22.2% | -11.7% |
| 1Y | -41.3% | +11.3% | -52.6% | -44.3% |
| All | -41.3% | +8.1% | -49.4% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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