+281.7%
CORZ vs XYZ
+27.6%
+254.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.4% | +6.6% | +4.6% |
| 7D | -7.8% | +12.6% | -20.4% | -13.0% |
| 30D | -14.8% | +10.8% | -25.6% | -19.1% |
| 3M | -32.5% | +8.4% | -40.8% | -35.5% |
| 6M | -42.7% | +14.3% | -57.0% | -47.1% |
| YTD | -9.8% | +31.5% | -41.3% | -23.3% |
| 1Y | -31.9% | +28.1% | -60.0% | -41.3% |
| All | +281.7% | +27.6% | +254.1% | +209.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling