+225.7%
TER vs CORZ
+222.3%
+3.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.5% | +5.5% |
| 7D | +0.6% | +8.4% | -7.7% | -1.7% |
| 30D | -8.3% | -17.8% | +9.5% | -3.3% |
| 3M | -12.2% | -35.9% | +23.7% | -1.6% |
| 6M | +17.1% | +12.9% | +4.1% | +16.1% |
| YTD | +84.7% | +22.9% | +61.8% | +80.0% |
| 1Y | +199.9% | +31.4% | +168.6% | +189.1% |
| All | +225.7% | +222.3% | +3.4% | +151.0% |
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