+33.5%
COST vs CORZ
+225.9%
-192.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.8% |
| 7D | -2.8% | +7.6% | -10.4% | -2.9% |
| 30D | -5.3% | -6.9% | +1.7% | -5.1% |
| 3M | -6.7% | -33.0% | +26.4% | -5.8% |
| 6M | -9.9% | +19.3% | -29.3% | -11.3% |
| YTD | +5.1% | +24.2% | -19.1% | +3.1% |
| 1Y | -7.3% | +24.5% | -31.8% | -9.4% |
| All | +33.5% | +225.9% | -192.4% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling