+420.1%
CORZ vs USFR
+12.4%
+407.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | +0.1% |
| 7D | +8.4% | +0.1% | +8.3% | +8.7% |
| 30D | -17.8% | +0.3% | -18.1% | -16.4% |
| 3M | -35.9% | +1.0% | -36.9% | -31.9% |
| 6M | +12.9% | +1.9% | +11.0% | +24.3% |
| YTD | +22.9% | +2.6% | +20.3% | +35.8% |
| 1Y | +31.4% | +4.0% | +27.3% | +45.4% |
| All | +420.1% | +12.4% | +407.6% | +1,502.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling