-13.5%
CTSH vs CORZ
+161.6%
-175.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | -2.1% | +23.5% | -25.6% | -2.0% |
| 30D | +1.4% | +7.5% | -6.1% | +1.5% |
| 3M | +7.5% | -26.6% | +34.0% | +7.6% |
| 6M | +39.6% | -39.5% | +79.1% | +39.9% |
| YTD | -22.3% | -0.3% | -22.0% | -24.0% |
| 1Y | -12.0% | -4.2% | -7.7% | -13.8% |
| All | -13.5% | +161.6% | -175.1% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling