-15.9%
CORZ vs S
+38.7%
-54.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.5% | +9.5% | +10.7% |
| 7D | +14.2% | +1.2% | +13.0% | +14.0% |
| 30D | -3.0% | -7.3% | +4.3% | -2.8% |
| 3M | -26.3% | +5.9% | -32.1% | -26.0% |
| 6M | -36.5% | +45.6% | -82.1% | -39.7% |
| YTD | +0.1% | +58.5% | -58.5% | -8.7% |
| 1Y | -15.9% | +37.6% | -53.5% | -22.4% |
| All | -15.9% | +38.7% | -54.5% | -22.4% |
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