-80.3%
FIG vs CORZ
+38.0%
-118.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.7% | -10.4% | -5.1% |
| 7D | -16.4% | +16.6% | -32.9% | -14.8% |
| 30D | -2.3% | -10.9% | +8.5% | -3.2% |
| 3M | +7.8% | -31.0% | +38.8% | +6.9% |
| 6M | -21.8% | +26.0% | -47.9% | -24.3% |
| YTD | -39.1% | +28.6% | -67.8% | -40.7% |
| 1Y | -56.6% | +34.5% | -91.1% | -49.6% |
| All | -80.3% | +38.0% | -118.3% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling