+318.0%
CORZ vs PSX
+117.9%
+200.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.7% |
| 7D | +26.4% | +6.4% | +19.9% | +24.8% |
| 30D | -6.8% | -10.2% | +3.4% | -5.1% |
| 3M | -31.1% | +17.2% | -48.3% | -34.0% |
| 6M | -36.9% | +51.8% | -88.7% | -44.0% |
| YTD | -1.2% | +108.0% | -109.2% | -23.6% |
| 1Y | -12.5% | +96.1% | -108.7% | -30.7% |
| All | +318.0% | +117.9% | +200.1% | +329.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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