+50.9%
F vs CORZ
+237.5%
-186.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.7% | -8.9% | -4.7% |
| 7D | +1.2% | +16.6% | -15.4% | -0.3% |
| 30D | +1.2% | -10.9% | +12.1% | +2.1% |
| 3M | -5.7% | -31.0% | +25.4% | -3.0% |
| 6M | +17.9% | +26.0% | -8.1% | +14.5% |
| YTD | +10.4% | +28.6% | -18.2% | +6.6% |
| 1Y | +25.3% | +34.5% | -9.1% | +20.2% |
| All | +50.9% | +237.5% | -186.5% | +28.7% |
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 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