-2.3%
FERG vs CORZ
+32.3%
-34.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | 0.0% | +8.4% | -8.4% | -0.7% |
| 30D | -10.2% | -17.8% | +7.6% | -8.8% |
| 3M | -0.6% | -35.9% | +35.3% | +3.3% |
| 6M | -6.5% | +12.9% | -19.5% | -10.5% |
| YTD | +4.2% | +22.9% | -18.7% | -1.1% |
| 1Y | -2.3% | +31.4% | -33.6% | +2.2% |
| All | -2.3% | +32.3% | -34.6% | +2.2% |
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 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