+281.7%
CORZ vs TPR
+277.3%
+4.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.6% | +3.3% |
| 7D | -7.8% | +12.1% | -19.9% | -12.3% |
| 30D | -14.8% | +16.7% | -31.5% | -20.5% |
| 3M | -32.5% | -17.4% | -15.1% | -27.7% |
| 6M | -42.7% | +2.3% | -45.0% | -44.9% |
| YTD | -9.8% | +7.1% | -17.0% | -15.2% |
| 1Y | -31.9% | +29.5% | -61.4% | -41.3% |
| All | +281.7% | +277.3% | +4.4% | +98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling