+420.1%
CORZ vs RUN
-39.7%
+459.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +8.4% | +1.3% | +7.1% | +8.1% |
| 30D | -17.8% | -15.3% | -2.6% | -15.6% |
| 3M | -35.9% | -40.0% | +4.1% | -30.5% |
| 6M | +12.9% | -27.0% | +39.9% | +17.8% |
| YTD | +22.9% | -51.7% | +74.6% | +34.6% |
| 1Y | +31.4% | -45.9% | +77.2% | +40.5% |
| All | +420.1% | -39.7% | +459.7% | +334.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling