-33.9%
CORZ vs Q
+75.8%
-109.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +4.1% |
| 7D | -7.8% | +4.0% | -11.8% | -10.1% |
| 30D | -14.8% | -2.3% | -12.5% | -13.0% |
| 3M | -32.5% | -7.9% | -24.5% | -28.4% |
| 6M | -42.7% | -16.0% | -26.7% | -37.4% |
| YTD | -9.8% | +51.7% | -61.5% | -30.6% |
| 1Y | -31.9% | +28.3% | -60.3% | -45.9% |
| All | -33.9% | +75.8% | -109.7% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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