+318.0%
CORZ vs Z
-48.4%
+366.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.7% |
| 7D | +26.4% | -4.9% | +31.3% | +28.0% |
| 30D | -6.8% | +3.0% | -9.8% | -9.0% |
| 3M | -31.1% | -13.4% | -17.7% | -29.8% |
| 6M | -36.9% | -27.3% | -9.6% | -32.2% |
| YTD | -1.2% | -57.8% | +56.5% | +29.8% |
| 1Y | -12.5% | -60.0% | +47.5% | +17.5% |
| All | +318.0% | -48.4% | +366.4% | +380.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling