+12.0%
CORZ vs VG
-39.3%
+51.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | +8.4% | +1.7% | +6.7% | +7.9% |
| 30D | -17.8% | +16.0% | -33.8% | -20.7% |
| 3M | -35.9% | +9.7% | -45.6% | -37.9% |
| 6M | +12.9% | +29.6% | -16.6% | -1.0% |
| YTD | +22.9% | +112.0% | -89.1% | -10.4% |
| 1Y | +31.4% | +12.8% | +18.5% | +15.2% |
| All | +12.0% | -39.3% | +51.3% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling