+411.8%
FIX vs CORZ
+111.9%
+299.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.3% | +2.1% | +4.4% |
| 7D | -17.5% | -11.2% | -6.2% | -13.9% |
| 30D | -41.6% | -26.2% | -15.3% | -35.7% |
| 3M | -40.6% | -44.1% | +3.5% | -29.4% |
| 6M | -49.4% | -52.3% | +2.9% | -38.0% |
| YTD | +9.2% | -19.2% | +28.4% | +15.5% |
| 1Y | +6.5% | -42.9% | +49.3% | +22.1% |
| All | +411.8% | +111.9% | +299.9% | +380.3% |
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