+435.8%
GLW vs CORZ
+222.3%
+213.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.7% | +5.7% |
| 7D | +3.8% | +8.4% | -4.6% | +2.2% |
| 30D | -1.3% | -17.8% | +16.5% | +2.2% |
| 3M | -21.8% | -35.9% | +14.1% | -15.9% |
| 6M | +6.9% | +12.9% | -6.0% | +6.1% |
| YTD | +77.2% | +22.9% | +54.3% | +74.1% |
| 1Y | +123.2% | +31.4% | +91.9% | +117.5% |
| All | +435.8% | +222.3% | +213.4% | +407.3% |
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 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