+30.2%
XLB vs CORZ
+213.0%
-182.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -1.0% |
| 7D | -3.5% | -3.0% | -0.6% | -3.4% |
| 30D | -4.7% | -12.1% | +7.4% | -4.1% |
| 3M | +2.7% | -32.4% | +35.1% | +4.3% |
| 6M | +2.6% | +12.4% | -9.8% | +1.3% |
| YTD | +12.8% | +19.3% | -6.5% | +10.9% |
| 1Y | +14.0% | +8.6% | +5.3% | +12.1% |
| All | +30.2% | +213.0% | -182.8% | +23.1% |
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