+23.5%
FERG vs CORZ
+213.0%
-189.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.7% |
| 7D | -1.0% | -3.0% | +1.9% | -0.8% |
| 30D | -11.8% | -12.1% | +0.3% | -11.0% |
| 3M | -1.2% | -32.4% | +31.2% | +1.2% |
| 6M | -2.3% | +12.4% | -14.7% | -4.5% |
| YTD | +0.8% | +19.3% | -18.5% | -2.2% |
| 1Y | +0.5% | +8.6% | -8.2% | -2.1% |
| All | +23.5% | +213.0% | -189.5% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling