-34.1%
CORZ vs O
+10.4%
-44.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.8% | +7.4% | +8.9% |
| 7D | +1.7% | +3.3% | -1.6% | +5.3% |
| 30D | -17.5% | +10.3% | -27.8% | -9.6% |
| 3M | -39.5% | -3.5% | -36.0% | -40.3% |
| 6M | -44.5% | -1.3% | -43.2% | -44.4% |
| YTD | -12.6% | +10.3% | -23.0% | -10.9% |
| All | -34.1% | +10.4% | -44.4% | -33.9% |
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