+80.8%
LLY vs CORZ
+225.9%
-145.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.1% |
| 7D | -3.1% | +7.6% | -10.7% | -3.3% |
| 30D | -8.6% | -6.9% | -1.7% | -8.5% |
| 3M | -1.6% | -33.0% | +31.4% | -0.7% |
| 6M | +11.8% | +19.3% | -7.5% | +10.4% |
| YTD | +5.1% | +24.2% | -19.1% | +3.2% |
| 1Y | +50.7% | +24.5% | +26.2% | +47.4% |
| All | +80.8% | +225.9% | -145.2% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling