+31.8%
XLB vs CORZ
+225.9%
-194.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.4% | -0.9% |
| 7D | -2.9% | +7.6% | -10.6% | -3.3% |
| 30D | -3.4% | -6.9% | +3.6% | -3.1% |
| 3M | +1.6% | -33.0% | +34.6% | +3.2% |
| 6M | +3.6% | +19.3% | -15.7% | +2.0% |
| YTD | +14.2% | +24.2% | -10.0% | +12.1% |
| 1Y | +15.6% | +24.5% | -8.9% | +12.9% |
| All | +31.8% | +225.9% | -194.1% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling