+281.7%
CORZ vs P
+148.1%
+133.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.1% | +3.6% |
| 7D | -7.8% | -13.3% | +5.5% | -1.7% |
| 30D | -14.8% | -34.0% | +19.2% | +2.2% |
| 3M | -32.5% | +4.1% | -36.5% | -34.3% |
| 6M | -42.7% | +30.5% | -73.2% | -51.0% |
| YTD | -9.8% | +52.2% | -62.0% | -28.2% |
| 1Y | -31.9% | +10.3% | -42.2% | -40.1% |
| All | +281.7% | +148.1% | +133.6% | +139.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling