+420.1%
CORZ vs PL
+677.7%
-257.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | +8.4% | -9.3% | +17.7% | +10.9% |
| 30D | -17.8% | -18.9% | +1.1% | -13.3% |
| 3M | -35.9% | -58.4% | +22.5% | -21.2% |
| 6M | +12.9% | -30.3% | +43.2% | +18.0% |
| YTD | +22.9% | -8.1% | +31.0% | +19.3% |
| 1Y | +31.4% | +180.5% | -149.1% | -8.8% |
| All | +420.1% | +677.7% | -257.6% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling