+126.9%
CSCO vs CORZ
+237.5%
-110.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.4% |
| 7D | -0.5% | +16.6% | -17.1% | -1.9% |
| 30D | -10.1% | -10.9% | +0.8% | -9.3% |
| 3M | -11.7% | -31.0% | +19.3% | -9.5% |
| 6M | +40.1% | +26.0% | +14.1% | +36.7% |
| YTD | +43.8% | +28.6% | +15.2% | +39.9% |
| 1Y | +66.6% | +34.5% | +32.2% | +60.9% |
| All | +126.9% | +237.5% | -110.6% | +105.7% |
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