-41.3%
CORZ vs P
+19.7%
-61.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -5.0% | -5.4% | -8.4% |
| 7D | -14.9% | -19.4% | +4.4% | -7.5% |
| 30D | -23.1% | -22.3% | -0.8% | -15.2% |
| 3M | -44.1% | +33.2% | -77.2% | -50.2% |
| 6M | -39.5% | +53.6% | -93.2% | -50.3% |
| YTD | -12.4% | +66.8% | -79.2% | -30.5% |
| 1Y | -41.3% | +17.5% | -58.8% | -53.6% |
| All | -41.3% | +19.7% | -61.0% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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