+420.1%
CORZ vs XRT
+28.5%
+391.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -1.1% |
| 7D | +8.4% | +0.8% | +7.6% | +7.5% |
| 30D | -17.8% | -4.2% | -13.6% | -14.4% |
| 3M | -35.9% | +5.1% | -41.0% | -40.4% |
| 6M | +12.9% | +2.4% | +10.5% | +8.1% |
| YTD | +22.9% | +3.2% | +19.7% | +16.9% |
| 1Y | +31.4% | +1.5% | +29.8% | +26.4% |
| All | +420.1% | +28.5% | +391.6% | +244.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling