+420.1%
CORZ vs QSR
+14.4%
+405.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | -0.1% |
| 7D | +8.4% | +2.4% | +5.9% | +8.4% |
| 30D | -17.8% | +7.6% | -25.4% | -17.7% |
| 3M | -35.9% | +12.6% | -48.5% | -36.1% |
| 6M | +12.9% | +14.4% | -1.4% | +10.9% |
| YTD | +22.9% | +19.6% | +3.3% | +19.2% |
| 1Y | +31.4% | +33.9% | -2.5% | +21.4% |
| All | +420.1% | +14.4% | +405.7% | +379.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling