-47.7%
CORZ vs STZ
+10.7%
-58.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.6% | -10.2% | -11.5% |
| 7D | -21.1% | +11.8% | -32.9% | -11.2% |
| 30D | -31.8% | +26.0% | -57.7% | -16.9% |
| 3M | -47.7% | +11.5% | -59.3% | -40.1% |
| All | -47.7% | +10.7% | -58.5% | -40.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling