+420.1%
CORZ vs TW
+9.5%
+410.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | +8.4% | -2.3% | +10.7% | +8.4% |
| 30D | -17.8% | +3.9% | -21.7% | -17.9% |
| 3M | -35.9% | +5.7% | -41.6% | -37.0% |
| 6M | +12.9% | -14.5% | +27.5% | +18.2% |
| YTD | +22.9% | -0.9% | +23.7% | +21.7% |
| 1Y | +31.4% | -13.5% | +44.9% | +38.8% |
| All | +420.1% | +9.5% | +410.6% | +282.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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