+50.3%
CSX vs CORZ
-21.3%
+71.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.0% | -9.4% | +1.4% |
| 7D | -0.3% | +14.2% | -14.5% | -0.6% |
| 30D | +8.7% | -3.0% | +11.7% | +8.6% |
| 3M | +4.2% | -26.3% | +30.5% | +5.0% |
| 6M | +16.7% | -36.5% | +53.2% | +17.9% |
| YTD | +44.5% | +0.1% | +44.4% | +40.4% |
| 1Y | +50.3% | -15.9% | +66.2% | +48.0% |
| All | +50.3% | -21.3% | +71.6% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling