+322.1%
CORZ vs S
-17.3%
+339.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +23.5% | +2.0% | +21.5% | +22.6% |
| 30D | +7.5% | -2.7% | +10.2% | +8.9% |
| 3M | -26.6% | -6.9% | -19.7% | -25.4% |
| 6M | -39.5% | +38.1% | -77.6% | -49.6% |
| YTD | -0.3% | +48.0% | -48.3% | -21.6% |
| 1Y | -4.2% | +34.5% | -38.7% | -21.7% |
| All | +322.1% | -17.3% | +339.3% | +320.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling