-20.5%
CTSH vs CORZ
+225.9%
-246.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.9% |
| 7D | -8.2% | +7.6% | -15.8% | -8.2% |
| 30D | +0.4% | -6.9% | +7.3% | +0.4% |
| 3M | +10.6% | -33.0% | +43.6% | +11.3% |
| 6M | -8.8% | +19.3% | -28.1% | -10.6% |
| YTD | -28.6% | +24.2% | -52.9% | -30.3% |
| 1Y | -15.9% | +24.5% | -40.4% | -18.1% |
| All | -20.5% | +225.9% | -246.4% | -24.5% |
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