+444.5%
CORZ vs PSX
+114.8%
+329.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.3% |
| 7D | +16.6% | +2.8% | +13.7% | +15.9% |
| 30D | -10.9% | +27.8% | -38.6% | -16.1% |
| 3M | -31.0% | +42.0% | -73.0% | -37.1% |
| 6M | +26.0% | +58.1% | -32.1% | +9.7% |
| YTD | +28.6% | +105.0% | -76.4% | +0.5% |
| 1Y | +34.5% | +104.9% | -70.5% | +4.1% |
| All | +444.5% | +114.8% | +329.7% | +464.6% |
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