-6.6%
ON vs CORZ
+213.0%
-219.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.8% | -0.4% |
| 7D | -4.7% | -3.0% | -1.8% | -4.3% |
| 30D | -13.5% | -12.1% | -1.4% | -11.6% |
| 3M | -36.3% | -32.4% | -3.9% | -32.3% |
| 6M | +17.8% | +12.4% | +5.4% | +16.0% |
| YTD | +29.6% | +19.3% | +10.3% | +25.9% |
| 1Y | +45.8% | +8.6% | +37.2% | +42.8% |
| All | -6.6% | +213.0% | -219.6% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling