+420.1%
CORZ vs S
-25.9%
+446.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +8.4% | -7.7% | +16.1% | +11.6% |
| 30D | -17.8% | -5.3% | -12.5% | -17.2% |
| 3M | -35.9% | +20.3% | -56.2% | -42.8% |
| 6M | +12.9% | +47.4% | -34.4% | -11.0% |
| YTD | +22.9% | +32.5% | -9.7% | +1.5% |
| 1Y | +31.4% | +9.5% | +21.8% | +18.2% |
| All | +420.1% | -25.9% | +446.0% | +444.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling