+420.1%
CORZ vs PR
+94.0%
+326.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.6% |
| 7D | +8.4% | +2.9% | +5.5% | +7.0% |
| 30D | -17.8% | +18.0% | -35.9% | -23.5% |
| 3M | -35.9% | +16.9% | -52.8% | -40.3% |
| 6M | +12.9% | +28.2% | -15.3% | -1.3% |
| YTD | +22.9% | +69.3% | -46.5% | -7.1% |
| 1Y | +31.4% | +69.5% | -38.2% | -1.7% |
| All | +420.1% | +94.0% | +326.1% | +298.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling