+420.1%
CORZ vs TRU
+13.8%
+406.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.9% | +2.0% |
| 7D | +8.4% | -6.8% | +15.1% | +10.9% |
| 30D | -17.8% | 0.0% | -17.9% | -18.1% |
| 3M | -35.9% | +13.3% | -49.2% | -40.4% |
| 6M | +12.9% | +3.4% | +9.5% | +8.5% |
| YTD | +22.9% | -6.4% | +29.3% | +22.5% |
| 1Y | +31.4% | -9.7% | +41.0% | +31.4% |
| All | +420.1% | +13.8% | +406.3% | +424.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling