+127.4%
CSCO vs CORZ
+225.9%
-98.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | +0.5% |
| 7D | 0.0% | +7.6% | -7.6% | -0.7% |
| 30D | -10.7% | -6.9% | -3.8% | -10.2% |
| 3M | -8.7% | -33.0% | +24.3% | -6.2% |
| 6M | +44.9% | +19.3% | +25.6% | +42.0% |
| YTD | +44.1% | +24.2% | +19.9% | +40.6% |
| 1Y | +65.9% | +24.5% | +41.4% | +61.1% |
| All | +127.4% | +225.9% | -98.5% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling