-41.3%
CORZ vs PR
+87.5%
-128.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -6.5% | -3.9% | -10.7% |
| 7D | -14.9% | -12.1% | -2.8% | -15.6% |
| 30D | -23.1% | +0.9% | -24.0% | -22.7% |
| 3M | -44.1% | +10.1% | -54.2% | -43.5% |
| 6M | -39.5% | +1.1% | -40.6% | -38.8% |
| YTD | -12.4% | +63.7% | -76.0% | -14.2% |
| 1Y | -41.3% | +87.0% | -128.3% | -43.4% |
| All | -41.3% | +87.5% | -128.8% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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