-12.5%
CORZ vs QS
-75.8%
+63.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.8% | +6.5% | +3.2% |
| 7D | +26.4% | -5.6% | +32.0% | +29.6% |
| 30D | -6.8% | -5.8% | -1.0% | -4.5% |
| 3M | -31.1% | -39.2% | +8.1% | -8.7% |
| 6M | -36.9% | -53.9% | +17.0% | -3.6% |
| YTD | -1.2% | -62.8% | +61.5% | +69.7% |
| 1Y | -12.5% | -73.5% | +61.0% | +89.3% |
| All | -12.5% | -75.8% | +63.2% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling