+323.5%
CORZ vs QSR
+10.3%
+313.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.2% | +10.9% |
| 7D | +14.2% | -2.2% | +16.4% | +14.0% |
| 30D | -3.0% | +7.8% | -10.8% | -2.6% |
| 3M | -26.3% | +5.5% | -31.7% | -25.9% |
| 6M | -36.5% | -0.2% | -36.3% | -35.8% |
| YTD | +0.1% | +15.4% | -15.3% | -2.5% |
| 1Y | -15.9% | +15.3% | -31.2% | -18.2% |
| All | +323.5% | +10.3% | +313.2% | +291.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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