-31.7%
NKE vs CORZ
-41.7%
+10.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -10.4% | +15.6% | +4.7% |
| 7D | +9.0% | -14.9% | +23.9% | +8.3% |
| 30D | +19.2% | -23.1% | +42.4% | +18.0% |
| 3M | -1.5% | -44.1% | +42.6% | -3.6% |
| 6M | -4.2% | -39.5% | +35.3% | -5.5% |
| YTD | -34.8% | -12.4% | -22.4% | -33.6% |
| 1Y | -31.7% | -41.3% | +9.6% | -33.9% |
| All | -31.7% | -41.7% | +10.0% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling