-41.3%
CORZ vs USFR
+4.1%
-45.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | 0.0% | -10.4% | -10.4% |
| 7D | -14.9% | +0.1% | -15.0% | -13.2% |
| 30D | -23.1% | +0.4% | -23.5% | -17.4% |
| 3M | -44.1% | +1.1% | -45.1% | -30.8% |
| 6M | -39.5% | +2.0% | -41.6% | -4.0% |
| YTD | -12.4% | +3.4% | -15.7% | +65.6% |
| 1Y | -41.3% | +4.1% | -45.4% | -11.1% |
| All | -41.3% | +4.1% | -45.4% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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