+31.4%
CORZ vs S
+10.1%
+21.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +8.4% | -7.7% | +16.1% | +9.1% |
| 30D | -17.8% | -5.3% | -12.5% | -17.7% |
| 3M | -35.9% | +20.3% | -56.2% | -38.4% |
| 6M | +12.9% | +47.4% | -34.4% | +2.8% |
| YTD | +22.9% | +32.5% | -9.7% | +13.5% |
| 1Y | +31.4% | +9.5% | +21.8% | +24.2% |
| All | +31.4% | +10.1% | +21.2% | +24.2% |
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