+230.8%
CORZ vs TPR
+273.3%
-42.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +7.1% | -17.9% | -13.5% |
| 7D | -21.1% | +13.9% | -35.0% | -25.5% |
| 30D | -31.8% | +14.9% | -46.7% | -36.0% |
| 3M | -47.7% | -15.4% | -32.3% | -44.8% |
| 6M | -48.7% | -4.5% | -44.2% | -49.0% |
| YTD | -21.8% | +6.0% | -27.8% | -26.2% |
| 1Y | -47.8% | +24.3% | -72.1% | -54.3% |
| All | +230.8% | +273.3% | -42.5% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling