+3.1%
FERG vs CORZ
-41.7%
+44.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -10.4% | +13.1% | +3.5% |
| 7D | +7.7% | -14.9% | +22.6% | +8.9% |
| 30D | +11.5% | -23.1% | +34.6% | +13.6% |
| 3M | -2.4% | -44.1% | +41.7% | +2.2% |
| 6M | -4.0% | -39.5% | +35.5% | -1.9% |
| YTD | +13.4% | -12.4% | +25.7% | +8.6% |
| 1Y | +3.1% | -41.3% | +44.4% | +2.3% |
| All | +3.1% | -41.7% | +44.7% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling