+241.9%
CORZ vs S
-18.9%
+260.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.7% |
| 7D | -11.2% | -13.4% | +2.2% | -6.2% |
| 30D | -26.2% | -14.0% | -12.2% | -21.9% |
| 3M | -44.1% | +4.9% | -49.0% | -46.3% |
| 6M | -52.3% | +42.0% | -94.3% | -61.0% |
| YTD | -19.2% | +45.1% | -64.4% | -36.0% |
| 1Y | -42.9% | +33.1% | -76.0% | -53.2% |
| All | +241.9% | -18.9% | +260.7% | +243.1% |
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