+420.1%
CORZ vs O
+25.2%
+394.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +8.4% | -0.7% | +9.1% | +8.3% |
| 30D | -17.8% | -1.9% | -15.9% | -18.0% |
| 3M | -35.9% | +3.8% | -39.7% | -36.3% |
| 6M | +12.9% | -4.7% | +17.7% | +13.2% |
| YTD | +22.9% | +12.5% | +10.4% | +20.5% |
| 1Y | +31.4% | +10.8% | +20.5% | +28.8% |
| All | +420.1% | +25.2% | +394.8% | +341.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling