+31.4%
CORZ vs XYZ
+9.3%
+22.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.1% |
| 7D | +8.4% | -1.0% | +9.3% | +8.6% |
| 30D | -17.8% | -1.7% | -16.1% | -17.5% |
| 3M | -35.9% | +16.7% | -52.6% | -38.7% |
| 6M | +12.9% | +26.9% | -13.9% | +4.6% |
| YTD | +22.9% | +27.1% | -4.3% | +14.4% |
| 1Y | +31.4% | +9.3% | +22.1% | +25.5% |
| All | +31.4% | +9.3% | +22.1% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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