-44.6%
CORZ vs TRU
+16.7%
-61.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.4% | +5.8% | +9.0% |
| 7D | +1.7% | +4.9% | -3.2% | +3.7% |
| 30D | -17.5% | +26.9% | -44.4% | -11.8% |
| 3M | -39.5% | +4.0% | -43.5% | -40.6% |
| All | -44.6% | +16.7% | -61.2% | -42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling