-41.3%
CORZ vs TPR
+20.9%
-62.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.5% | -13.9% | -11.4% |
| 7D | -14.9% | +12.6% | -27.6% | -18.3% |
| 30D | -23.1% | +7.1% | -30.3% | -24.9% |
| 3M | -44.1% | -19.4% | -24.7% | -40.1% |
| 6M | -39.5% | -9.7% | -29.8% | -38.7% |
| YTD | -12.4% | -1.0% | -11.4% | -13.7% |
| 1Y | -41.3% | +19.3% | -60.6% | -48.7% |
| All | -41.3% | +20.9% | -62.2% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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