-34.1%
CORZ vs TAP
-10.2%
-23.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.2% | +9.4% | +7.4% |
| 7D | +1.7% | -7.8% | +9.5% | -2.8% |
| 30D | -17.5% | +7.1% | -24.6% | -13.5% |
| 3M | -39.5% | -7.0% | -32.4% | -40.6% |
| 6M | -44.5% | -3.8% | -40.7% | -43.5% |
| YTD | -12.6% | -11.7% | -0.9% | -16.0% |
| All | -34.1% | -10.2% | -23.8% | -37.0% |
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