+24.4%
FERG vs CORZ
+223.2%
-198.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.5% |
| 7D | -2.6% | +0.3% | -2.8% | -2.6% |
| 30D | -8.9% | -14.0% | +5.1% | -7.9% |
| 3M | -2.0% | -34.1% | +32.0% | +0.6% |
| 6M | -3.2% | +8.5% | -11.7% | -5.1% |
| YTD | +1.5% | +23.2% | -21.7% | -1.7% |
| 1Y | +0.5% | +15.4% | -14.9% | -2.6% |
| All | +24.4% | +223.2% | -198.9% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling