+237.7%
TER vs CORZ
+213.0%
+24.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.5% | -2.4% |
| 7D | +9.4% | -3.0% | +12.3% | +10.3% |
| 30D | -2.4% | -12.1% | +9.7% | +1.0% |
| 3M | +6.5% | -32.4% | +38.9% | +17.8% |
| 6M | +23.2% | +12.4% | +10.8% | +22.3% |
| YTD | +91.5% | +19.3% | +72.2% | +88.1% |
| 1Y | +214.8% | +8.6% | +206.2% | +214.3% |
| All | +237.7% | +213.0% | +24.8% | +162.3% |
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