+241.9%
CORZ vs STZ
-39.6%
+281.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +3.1% |
| 7D | -11.2% | +4.9% | -16.2% | -10.5% |
| 30D | -26.2% | +20.9% | -47.1% | -24.7% |
| 3M | -44.1% | +8.0% | -52.1% | -43.2% |
| 6M | -52.3% | -5.3% | -47.0% | -51.2% |
| YTD | -19.2% | +5.9% | -25.2% | -18.7% |
| 1Y | -42.9% | +14.2% | -57.1% | -42.6% |
| All | +241.9% | -39.6% | +281.4% | +300.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling