+241.9%
CORZ vs TPR
+269.5%
-27.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.4% | +3.7% |
| 7D | -11.2% | +14.2% | -25.4% | -16.4% |
| 30D | -26.2% | +17.1% | -43.3% | -31.3% |
| 3M | -44.1% | -17.7% | -26.4% | -40.3% |
| 6M | -52.3% | -10.2% | -42.1% | -51.3% |
| YTD | -19.2% | +4.9% | -24.1% | -23.5% |
| 1Y | -42.9% | +36.1% | -79.0% | -52.0% |
| All | +241.9% | +269.5% | -27.6% | +79.3% |
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