+420.1%
CORZ vs STZ
-45.9%
+465.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +8.4% | -1.9% | +10.3% | +8.3% |
| 30D | -17.8% | -1.9% | -15.9% | -17.8% |
| 3M | -35.9% | -6.2% | -29.7% | -35.8% |
| 6M | +12.9% | -14.0% | +27.0% | +13.2% |
| YTD | +22.9% | -5.1% | +28.0% | +21.6% |
| 1Y | +31.4% | -9.6% | +40.9% | +30.7% |
| All | +420.1% | -45.9% | +465.9% | +498.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling