+710.0%
FIX vs CORZ
+222.3%
+487.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.0% | +8.4% | -2.3% | +3.5% |
| 30D | -7.2% | -17.8% | +10.6% | -2.1% |
| 3M | -15.9% | -35.9% | +20.1% | -5.7% |
| 6M | +12.7% | +12.9% | -0.2% | +7.7% |
| YTD | +72.8% | +22.9% | +49.9% | +60.9% |
| 1Y | +122.9% | +31.4% | +91.5% | +104.4% |
| All | +710.0% | +222.3% | +487.6% | +569.1% |
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 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