-41.3%
CORZ vs TDY
+22.9%
-64.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.8% | -5.6% | -4.8% |
| 7D | -14.9% | -5.0% | -9.9% | -9.2% |
| 30D | -23.1% | +2.0% | -25.1% | -24.0% |
| 3M | -44.1% | -7.7% | -36.4% | -38.4% |
| 6M | -39.5% | -0.9% | -38.7% | -37.6% |
| YTD | -12.4% | +23.7% | -36.1% | -28.5% |
| 1Y | -41.3% | +23.6% | -64.9% | -52.3% |
| All | -41.3% | +22.9% | -64.2% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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