+230.8%
CORZ vs S
-20.2%
+251.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -8.8% | -2.0% | -7.5% |
| 7D | -21.1% | -16.7% | -4.5% | -15.4% |
| 30D | -31.8% | -17.0% | -14.8% | -26.8% |
| 3M | -47.7% | +2.0% | -49.7% | -49.2% |
| 6M | -48.7% | +35.1% | -83.8% | -57.2% |
| YTD | -21.8% | +42.8% | -64.6% | -37.7% |
| 1Y | -47.8% | +27.7% | -75.5% | -56.4% |
| All | +230.8% | -20.2% | +251.0% | +234.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling