+34.5%
CORZ vs USFR
+4.0%
+30.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +5.5% |
| 7D | +16.6% | +0.1% | +16.5% | +18.0% |
| 30D | -10.9% | +0.3% | -11.2% | -4.3% |
| 3M | -31.0% | +1.0% | -32.0% | -12.4% |
| 6M | +26.0% | +1.9% | +24.1% | +94.1% |
| YTD | +28.6% | +2.7% | +26.0% | +114.8% |
| 1Y | +34.5% | +4.0% | +30.4% | +161.7% |
| All | +34.5% | +4.0% | +30.5% | +161.7% |
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