-39.5%
CORZ vs TDY
+1.3%
-40.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.8% |
| 7D | +23.5% | +4.1% | +19.4% | +17.0% |
| 30D | +7.5% | +5.7% | +1.8% | +2.0% |
| 3M | -26.6% | -4.4% | -22.1% | -21.1% |
| 6M | -39.5% | +1.2% | -40.7% | -37.8% |
| All | -39.5% | +1.3% | -40.8% | -37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling