+230.8%
CORZ vs RF
+66.4%
+164.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.1% | -8.7% | -9.4% |
| 7D | -21.1% | -1.6% | -19.5% | -20.4% |
| 30D | -31.8% | +5.0% | -36.8% | -34.1% |
| 3M | -47.7% | -10.0% | -37.7% | -44.2% |
| 6M | -48.7% | +3.3% | -52.0% | -50.8% |
| YTD | -21.8% | +7.9% | -29.8% | -28.4% |
| 1Y | -47.8% | +21.2% | -69.0% | -56.6% |
| All | +230.8% | +66.4% | +164.5% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling