-41.3%
CORZ vs TRU
+2.1%
-43.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +4.6% | -15.0% | -9.8% |
| 7D | -14.9% | +10.5% | -25.5% | -13.9% |
| 30D | -23.1% | +28.7% | -51.8% | -21.7% |
| 3M | -44.1% | +0.7% | -44.7% | -44.5% |
| 6M | -39.5% | +19.3% | -58.9% | -40.2% |
| YTD | -12.4% | -3.7% | -8.6% | -14.5% |
| 1Y | -41.3% | +3.4% | -44.7% | -41.8% |
| All | -41.3% | +2.1% | -43.4% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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