+52.1%
T vs CORZ
+161.6%
-109.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | +2.5% | +23.5% | -20.9% | +3.4% |
| 30D | -3.8% | +7.5% | -11.3% | -3.3% |
| 3M | -8.7% | -26.6% | +17.8% | -9.5% |
| 6M | -8.1% | -39.5% | +31.4% | -9.1% |
| YTD | -6.4% | -0.3% | -6.2% | -5.7% |
| 1Y | -9.8% | -4.2% | -5.5% | -9.1% |
| All | +52.1% | +161.6% | -109.5% | +58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling