-42.9%
CORZ vs Z
-59.5%
+16.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.8% | +3.4% |
| 7D | -11.2% | -4.6% | -6.7% | -10.9% |
| 30D | -26.2% | +8.3% | -34.5% | -27.1% |
| 3M | -44.1% | -11.6% | -32.5% | -44.0% |
| 6M | -52.3% | -33.6% | -18.6% | -47.8% |
| YTD | -19.2% | -56.7% | +37.5% | -2.3% |
| 1Y | -42.9% | -59.1% | +16.2% | -28.8% |
| All | -42.9% | -59.5% | +16.6% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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