+126.9%
CSCO vs CORZ
+222.3%
-95.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.7% | +8.4% | -9.0% | -1.4% |
| 30D | -10.1% | -17.8% | +7.7% | -8.7% |
| 3M | -15.7% | -35.9% | +20.2% | -13.0% |
| 6M | +36.3% | +12.9% | +23.3% | +34.1% |
| YTD | +43.8% | +22.9% | +21.0% | +40.5% |
| 1Y | +63.9% | +31.4% | +32.6% | +58.7% |
| All | +126.9% | +222.3% | -95.4% | +106.6% |
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