+323.5%
CORZ vs STZ
-38.7%
+362.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +11.9% | +10.8% |
| 7D | +14.2% | -0.9% | +15.1% | +14.0% |
| 30D | -3.0% | +14.9% | -17.9% | -1.2% |
| 3M | -26.3% | +8.4% | -34.7% | -24.9% |
| 6M | -36.5% | +2.8% | -39.3% | -35.2% |
| YTD | +0.1% | +7.5% | -7.5% | +1.0% |
| 1Y | -15.9% | +12.5% | -28.4% | -15.2% |
| All | +323.5% | -38.7% | +362.2% | +396.9% |
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