-33.7%
STX vs CORZ
-35.0%
+1.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +11.0% | -1.0% | +3.7% |
| 7D | -1.0% | +14.2% | -15.1% | -7.6% |
| 30D | -26.8% | -3.0% | -23.8% | -26.1% |
| 3M | -32.7% | -26.3% | -6.4% | -22.2% |
| 6M | -33.7% | -36.5% | +2.8% | -18.8% |
| All | -33.7% | -35.0% | +1.2% | -18.8% |
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