-42.9%
CORZ vs TAP
-6.0%
-36.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.5% | +7.8% | +0.5% |
| 7D | -11.2% | +0.5% | -11.8% | -10.5% |
| 30D | -26.2% | +9.1% | -35.4% | -21.8% |
| 3M | -44.1% | -3.8% | -40.3% | -44.2% |
| 6M | -52.3% | -3.4% | -48.8% | -51.2% |
| YTD | -19.2% | -10.6% | -8.6% | -21.4% |
| 1Y | -42.9% | -4.4% | -38.5% | -43.9% |
| All | -42.9% | -6.0% | -36.9% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling