+34.5%
XLB vs CORZ
+222.3%
-187.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -1.4% | +8.4% | -9.8% | -1.8% |
| 30D | -0.4% | -17.8% | +17.4% | +0.5% |
| 3M | +2.0% | -35.9% | +37.9% | +3.8% |
| 6M | +1.8% | +12.9% | -11.1% | +0.5% |
| YTD | +16.6% | +22.9% | -6.3% | +14.5% |
| 1Y | +16.9% | +31.4% | -14.4% | +13.9% |
| All | +34.5% | +222.3% | -187.8% | +27.0% |
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