-34.1%
CORZ vs S
+38.4%
-72.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +8.0% | +0.1% | +7.0% |
| 7D | +1.7% | +1.6% | +0.2% | +1.5% |
| 30D | -17.5% | -10.5% | -7.0% | -17.1% |
| 3M | -39.5% | +9.9% | -49.4% | -39.5% |
| 6M | -44.5% | +41.8% | -86.3% | -47.0% |
| YTD | -12.6% | +56.8% | -69.4% | -20.2% |
| All | -34.1% | +38.4% | -72.4% | -39.4% |
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