-41.3%
CORZ vs TRMB
-31.2%
-10.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -17.3% | +6.9% | -6.5% |
| 7D | -14.9% | -15.7% | +0.8% | -11.5% |
| 30D | -23.1% | -7.8% | -15.4% | -20.8% |
| 3M | -44.1% | -9.3% | -34.8% | -42.2% |
| 6M | -39.5% | -20.8% | -18.7% | -31.6% |
| YTD | -12.4% | -30.8% | +18.4% | +2.4% |
| 1Y | -41.3% | -31.0% | -10.3% | -31.3% |
| All | -41.3% | -31.2% | -10.1% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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