+281.7%
CORZ vs STZ
-38.1%
+319.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -7.8% | +5.3% | -13.1% | -7.0% |
| 30D | -14.8% | +19.6% | -34.4% | -13.0% |
| 3M | -32.5% | +10.0% | -42.4% | -31.1% |
| 6M | -42.7% | -0.3% | -42.5% | -41.3% |
| YTD | -9.8% | +8.6% | -18.4% | -8.9% |
| 1Y | -31.9% | +16.6% | -48.5% | -31.4% |
| All | +281.7% | -38.1% | +319.8% | +348.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling