+281.7%
CORZ vs OMC
+8.8%
+272.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.2% |
| 7D | -7.8% | +6.8% | -14.6% | -8.0% |
| 30D | -14.8% | +16.2% | -31.0% | -15.6% |
| 3M | -32.5% | +6.0% | -38.5% | -32.6% |
| 6M | -42.7% | +17.7% | -60.4% | -44.0% |
| YTD | -9.8% | +13.5% | -23.3% | -11.7% |
| 1Y | -31.9% | +27.2% | -59.1% | -35.5% |
| All | +281.7% | +8.8% | +272.8% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling