+30.0%
F vs CORZ
+161.6%
-131.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -3.1% | +23.5% | -26.6% | -4.9% |
| 30D | 0.0% | +7.5% | -7.4% | -1.1% |
| 3M | -13.2% | -26.6% | +13.4% | -11.4% |
| 6M | -10.2% | -39.5% | +29.3% | -7.3% |
| YTD | -4.9% | -0.3% | -4.7% | -6.6% |
| 1Y | -6.1% | -4.2% | -1.9% | -7.6% |
| All | +30.0% | +161.6% | -131.7% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling