+269.8%
CORZ vs XRT
+36.4%
+233.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.7% | +4.5% | +4.9% |
| 7D | +1.7% | +2.5% | -0.8% | -1.1% |
| 30D | -17.5% | +10.3% | -27.8% | -25.9% |
| 3M | -39.5% | +2.4% | -41.8% | -41.6% |
| 6M | -44.5% | +10.0% | -54.5% | -51.2% |
| YTD | -12.6% | +9.5% | -22.2% | -22.5% |
| 1Y | -37.0% | +17.2% | -54.2% | -48.4% |
| All | +269.8% | +36.4% | +233.4% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling