+118.5%
JPM vs CORZ
+213.0%
-94.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | 0.0% |
| 7D | -2.3% | -3.0% | +0.6% | -2.2% |
| 30D | -2.3% | -12.1% | +9.8% | -1.6% |
| 3M | +14.9% | -32.4% | +47.3% | +17.4% |
| 6M | +23.6% | +12.4% | +11.3% | +21.1% |
| YTD | +11.3% | +19.3% | -8.0% | +8.2% |
| 1Y | +19.9% | +8.6% | +11.3% | +16.9% |
| All | +118.5% | +213.0% | -94.4% | +99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling