-41.3%
CORZ vs S
+36.5%
-77.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.6% | -12.0% | -10.6% |
| 7D | -14.9% | -8.2% | -6.7% | -14.2% |
| 30D | -23.1% | -7.6% | -15.5% | -22.8% |
| 3M | -44.1% | +12.0% | -56.0% | -44.2% |
| 6M | -39.5% | +50.6% | -90.1% | -42.9% |
| YTD | -12.4% | +56.6% | -69.0% | -20.0% |
| 1Y | -41.3% | +39.2% | -80.5% | -46.7% |
| All | -41.3% | +36.5% | -77.8% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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