+4.6%
F vs CORZ
-50.0%
+54.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.1% | -0.9% |
| 7D | +1.6% | -11.2% | +12.8% | +2.0% |
| 30D | +2.6% | -26.2% | +28.9% | +4.6% |
| 3M | -8.8% | -44.1% | +35.3% | -4.9% |
| 6M | +4.6% | -52.3% | +56.9% | +13.9% |
| All | +4.6% | -50.0% | +54.6% | +13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling