-28.8%
CORZ vs VG
-51.4%
+22.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.0% | -6.8% | -10.0% |
| 7D | -21.1% | -22.0% | +0.9% | -17.3% |
| 30D | -31.8% | -14.7% | -17.0% | -29.7% |
| 3M | -47.7% | -7.1% | -40.6% | -47.5% |
| 6M | -48.7% | -11.2% | -37.5% | -49.0% |
| YTD | -21.8% | +69.8% | -91.7% | -40.7% |
| 1Y | -47.8% | +49.9% | -97.7% | -59.0% |
| All | -28.8% | -51.4% | +22.6% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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