+241.9%
CORZ vs RUN
-32.3%
+274.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +3.1% |
| 7D | -11.2% | +33.4% | -44.7% | -16.0% |
| 30D | -26.2% | +31.1% | -57.4% | -30.0% |
| 3M | -44.1% | +6.4% | -50.5% | -45.1% |
| 6M | -52.3% | -22.2% | -30.0% | -50.9% |
| YTD | -19.2% | -45.8% | +26.5% | -13.8% |
| 1Y | -42.9% | -51.1% | +8.2% | -38.4% |
| All | +241.9% | -32.3% | +274.2% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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