-32.6%
NKE vs CORZ
+23.5%
-56.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -2.1% |
| 7D | -2.3% | +7.6% | -9.9% | -2.0% |
| 30D | -10.4% | -6.9% | -3.4% | -10.6% |
| 3M | -15.5% | -33.0% | +17.6% | -14.8% |
| 6M | -32.6% | +19.3% | -52.0% | -35.6% |
| All | -32.6% | +23.5% | -56.1% | -35.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling