+16.3%
FIX vs CORZ
-18.5%
+34.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.1% |
| 7D | +17.0% | +26.4% | -9.4% | +3.8% |
| 30D | -30.6% | -6.8% | -23.8% | -28.6% |
| 3M | -35.0% | -31.1% | -3.9% | -23.6% |
| 6M | -44.0% | -36.9% | -7.1% | -33.6% |
| YTD | +21.1% | -1.2% | +22.4% | +9.9% |
| 1Y | +16.3% | -12.5% | +28.8% | +11.7% |
| All | +16.3% | -18.5% | +34.8% | +11.7% |
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 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