+73.2%
T vs CORZ
+213.0%
-139.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +1.4% |
| 7D | -2.4% | -3.0% | +0.5% | -2.5% |
| 30D | +4.3% | -12.1% | +16.4% | +3.9% |
| 3M | +11.6% | -32.4% | +43.9% | +10.5% |
| 6M | -5.6% | +12.4% | -17.9% | -4.7% |
| YTD | +6.6% | +19.3% | -12.7% | +7.8% |
| 1Y | -8.4% | +8.6% | -17.0% | -7.4% |
| All | +73.2% | +213.0% | -139.7% | +81.5% |
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