+59.2%
META vs CORZ
+222.3%
-163.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +6.7% | +8.4% | -1.7% | +5.7% |
| 30D | +4.8% | -17.8% | +22.6% | +7.0% |
| 3M | -1.6% | -35.9% | +34.3% | +2.9% |
| 6M | -7.5% | +12.9% | -20.4% | -10.9% |
| YTD | -6.4% | +22.9% | -29.3% | -11.4% |
| 1Y | -17.3% | +31.4% | -48.7% | -23.2% |
| All | +59.2% | +222.3% | -163.1% | +15.9% |
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