-41.3%
CORZ vs VYM
+21.8%
-63.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.2% | -11.6% | -12.9% |
| 7D | -14.9% | +1.2% | -16.1% | -17.2% |
| 30D | -23.1% | +5.2% | -28.4% | -31.8% |
| 3M | -44.1% | +0.5% | -44.6% | -44.7% |
| 6M | -39.5% | +7.7% | -47.2% | -49.2% |
| YTD | -12.4% | +17.2% | -29.5% | -38.9% |
| 1Y | -41.3% | +21.7% | -63.0% | -61.4% |
| All | -41.3% | +21.8% | -63.1% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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