-31.9%
CORZ vs XRT
+15.8%
-47.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | -7.8% | +4.1% | -11.9% | -8.7% |
| 30D | -14.8% | +9.9% | -24.7% | -18.5% |
| 3M | -32.5% | +2.3% | -34.7% | -32.8% |
| 6M | -42.7% | +9.6% | -52.3% | -46.6% |
| YTD | -9.8% | +9.1% | -19.0% | -15.5% |
| 1Y | -31.9% | +16.2% | -48.2% | -35.2% |
| All | -31.9% | +15.8% | -47.7% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling