+318.0%
CORZ vs XYZ
+22.6%
+295.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | +0.3% |
| 7D | +26.4% | -2.1% | +28.5% | +27.4% |
| 30D | -6.8% | +7.0% | -13.8% | -10.3% |
| 3M | -31.1% | +5.1% | -36.2% | -33.4% |
| 6M | -36.9% | +14.1% | -51.0% | -41.8% |
| YTD | -1.2% | +26.4% | -27.6% | -14.6% |
| 1Y | -12.5% | +25.1% | -37.6% | -24.0% |
| All | +318.0% | +22.6% | +295.4% | +244.2% |
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