-47.8%
CORZ vs PR
+80.0%
-127.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.9% | -6.0% | -10.8% |
| 7D | -21.1% | -16.5% | -4.6% | -21.7% |
| 30D | -31.8% | -4.5% | -27.3% | -31.4% |
| 3M | -47.7% | +8.5% | -56.3% | -47.2% |
| 6M | -48.7% | -3.3% | -45.4% | -48.1% |
| YTD | -21.8% | +55.7% | -77.5% | -23.7% |
| 1Y | -47.8% | +82.0% | -129.8% | -50.6% |
| All | -47.8% | +80.0% | -127.8% | -50.6% |
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