+42.7%
CVS vs CORZ
+237.5%
-194.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -0.8% |
| 7D | -1.6% | +16.6% | -18.1% | -1.8% |
| 30D | +0.4% | -10.9% | +11.2% | +0.5% |
| 3M | -0.4% | -31.0% | +30.6% | 0.0% |
| 6M | +25.1% | +26.0% | -0.9% | +24.7% |
| YTD | +23.9% | +28.6% | -4.8% | +23.1% |
| 1Y | +41.1% | +34.5% | +6.6% | +40.0% |
| All | +42.7% | +237.5% | -194.8% | +37.2% |
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