+129.5%
LLY vs CORZ
+159.1%
-29.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | +4.6% | +26.4% | -21.8% | +4.1% |
| 30D | +22.4% | -6.8% | +29.2% | +22.3% |
| 3M | +17.1% | -31.1% | +48.2% | +17.8% |
| 6M | +44.6% | -36.9% | +81.5% | +45.4% |
| YTD | +33.5% | -1.2% | +34.7% | +31.4% |
| 1Y | +41.1% | -12.5% | +53.6% | +39.4% |
| All | +129.5% | +159.1% | -29.6% | +112.2% |
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