+425.9%
CORZ vs OMC
-5.0%
+430.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -3.1% |
| 7D | +7.6% | -4.2% | +11.8% | +8.1% |
| 30D | -6.9% | -7.5% | +0.6% | -6.4% |
| 3M | -33.0% | +4.6% | -37.7% | -34.1% |
| 6M | +19.3% | -4.8% | +24.2% | +19.6% |
| YTD | +24.2% | -1.0% | +25.3% | +22.8% |
| 1Y | +24.5% | +3.8% | +20.7% | +20.6% |
| All | +425.9% | -5.0% | +430.9% | +428.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling