+241.9%
CORZ vs PSX
+103.7%
+138.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.9% | +3.4% |
| 7D | -11.2% | -13.1% | +1.9% | -8.7% |
| 30D | -26.2% | -9.5% | -16.7% | -25.0% |
| 3M | -44.1% | +20.2% | -64.3% | -47.0% |
| 6M | -52.3% | +44.9% | -97.2% | -57.3% |
| YTD | -19.2% | +94.4% | -113.6% | -36.6% |
| 1Y | -42.9% | +83.1% | -126.0% | -54.1% |
| All | +241.9% | +103.7% | +138.2% | +256.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling