-41.3%
CORZ vs VSXY
+210.1%
-251.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +8.4% | -18.8% | -11.4% |
| 7D | -14.9% | +14.2% | -29.1% | -16.5% |
| 30D | -23.1% | +21.9% | -45.0% | -25.2% |
| 3M | -44.1% | +22.1% | -66.2% | -46.0% |
| 6M | -39.5% | +116.7% | -156.2% | -46.8% |
| YTD | -12.4% | +101.1% | -113.5% | -24.0% |
| 1Y | -41.3% | +208.0% | -249.3% | -53.5% |
| All | -41.3% | +210.1% | -251.4% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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