+322.1%
CORZ vs STZ
-38.0%
+360.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +1.1% |
| 7D | +23.5% | +2.6% | +20.9% | +23.9% |
| 30D | +7.5% | +15.2% | -7.7% | +9.5% |
| 3M | -26.6% | +7.6% | -34.2% | -25.1% |
| 6M | -39.5% | +5.3% | -44.8% | -38.1% |
| YTD | -0.3% | +8.6% | -8.9% | +0.8% |
| 1Y | -4.2% | +15.6% | -19.8% | -3.3% |
| All | +322.1% | -38.0% | +360.1% | +395.9% |
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