+420.1%
CORZ vs RF
+78.1%
+341.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +8.4% | +1.3% | +7.0% | +7.5% |
| 30D | -17.8% | -3.6% | -14.2% | -15.8% |
| 3M | -35.9% | +8.1% | -44.0% | -39.8% |
| 6M | +12.9% | +11.5% | +1.5% | +3.3% |
| YTD | +22.9% | +15.6% | +7.3% | +8.1% |
| 1Y | +31.4% | +15.7% | +15.7% | +15.1% |
| All | +420.1% | +78.1% | +341.9% | +209.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling