+34.6%
XLB vs CORZ
+161.6%
-127.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | +0.5% | +23.5% | -22.9% | -0.4% |
| 30D | +5.2% | +7.5% | -2.3% | +4.6% |
| 3M | +0.3% | -26.6% | +26.9% | +1.4% |
| 6M | +1.2% | -39.5% | +40.7% | +2.8% |
| YTD | +16.6% | -0.3% | +16.9% | +15.3% |
| 1Y | +21.4% | -4.2% | +25.7% | +20.1% |
| All | +34.6% | +161.6% | -127.0% | +28.0% |
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 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