+104.2%
MO vs CORZ
+225.9%
-121.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.6% |
| 7D | -2.4% | +7.6% | -10.0% | -2.1% |
| 30D | +3.6% | -6.9% | +10.5% | +3.4% |
| 3M | -3.7% | -33.0% | +29.3% | -4.5% |
| 6M | +4.5% | +19.3% | -14.8% | +5.5% |
| YTD | +21.5% | +24.2% | -2.7% | +23.1% |
| 1Y | +9.5% | +24.5% | -15.0% | +11.0% |
| All | +104.2% | +225.9% | -121.8% | +116.3% |
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