-48.9%
NKE vs CORZ
+12.0%
-60.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.6% |
| 7D | -4.2% | +0.3% | -4.4% | -4.1% |
| 30D | -8.2% | -14.0% | +5.8% | -8.7% |
| 3M | -19.1% | -34.1% | +15.0% | -19.5% |
| 6M | -32.6% | +8.5% | -41.1% | -32.2% |
| YTD | -40.7% | +23.2% | -63.9% | -39.4% |
| 1Y | -48.9% | +15.4% | -64.2% | -52.4% |
| All | -48.9% | +12.0% | -60.8% | -52.4% |
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