-34.1%
CORZ vs USFR
+4.1%
-38.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | 0.0% | +8.2% | +8.2% |
| 7D | +1.7% | +0.1% | +1.7% | +2.8% |
| 30D | -17.5% | +0.4% | -17.8% | -11.5% |
| 3M | -39.5% | +1.1% | -40.5% | -25.5% |
| 6M | -44.5% | +2.0% | -46.5% | -12.5% |
| YTD | -12.6% | +3.4% | -16.0% | +65.7% |
| All | -34.1% | +4.1% | -38.1% | -1.0% |
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