+269.8%
CORZ vs TRU
+18.4%
+251.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.4% | +5.8% | +7.5% |
| 7D | +1.7% | +4.9% | -3.2% | +0.1% |
| 30D | -17.5% | +26.9% | -44.4% | -24.4% |
| 3M | -39.5% | +4.0% | -43.5% | -41.0% |
| 6M | -44.5% | +15.8% | -60.3% | -49.4% |
| YTD | -12.6% | -2.6% | -10.0% | -14.9% |
| 1Y | -37.0% | +3.9% | -40.9% | -41.1% |
| All | +269.8% | +18.4% | +251.4% | +264.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling