+160.4%
SOXX vs CORZ
+223.2%
-62.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.1% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -3.6% | -14.0% | +10.5% | -0.5% |
| 3M | -10.2% | -34.1% | +23.9% | -2.8% |
| 6M | +54.2% | +8.5% | +45.8% | +51.9% |
| YTD | +75.2% | +23.2% | +52.0% | +68.1% |
| 1Y | +107.5% | +15.4% | +92.1% | +100.4% |
| All | +160.4% | +223.2% | -62.8% | +108.0% |
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