-42.9%
CORZ vs RF
+21.0%
-63.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.4% |
| 7D | -11.2% | -0.9% | -10.3% | -11.1% |
| 30D | -26.2% | +6.0% | -32.3% | -27.1% |
| 3M | -44.1% | -8.9% | -35.2% | -43.3% |
| 6M | -52.3% | +2.3% | -54.6% | -53.0% |
| YTD | -19.2% | +7.6% | -26.8% | -23.5% |
| 1Y | -42.9% | +21.2% | -64.0% | -46.6% |
| All | -42.9% | +21.0% | -63.9% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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