+33.8%
COST vs CORZ
+223.2%
-189.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +0.2% |
| 7D | -1.2% | +0.3% | -1.5% | -1.2% |
| 30D | -4.7% | -14.0% | +9.3% | -4.4% |
| 3M | -7.1% | -34.1% | +27.0% | -6.2% |
| 6M | -8.5% | +8.5% | -17.0% | -9.6% |
| YTD | +5.4% | +23.2% | -17.8% | +3.4% |
| 1Y | -5.6% | +15.4% | -21.0% | -7.4% |
| All | +33.8% | +223.2% | -189.4% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 3y: compounded portfolio wealth divided by compounded CORZ 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…
3y analysis · Full analysis span regression · 6 months rolling