-36.5%
CORZ vs OMC
+17.6%
-54.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +10.9% | +11.0% |
| 7D | +14.2% | +1.6% | +12.6% | +15.0% |
| 30D | -3.0% | +15.3% | -18.3% | +5.7% |
| 3M | -26.3% | +4.5% | -30.7% | -23.4% |
| 6M | -36.5% | +20.8% | -57.3% | -28.8% |
| All | -36.5% | +17.6% | -54.1% | -28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling