+51.3%
XLC vs CORZ
+222.3%
-171.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.8% | +8.4% | -9.2% | -1.3% |
| 30D | +1.0% | -17.8% | +18.9% | +2.0% |
| 3M | -0.7% | -35.9% | +35.2% | +1.4% |
| 6M | -5.1% | +12.9% | -18.1% | -6.9% |
| YTD | -4.3% | +22.9% | -27.2% | -6.9% |
| 1Y | -0.6% | +31.4% | -31.9% | -4.1% |
| All | +51.3% | +222.3% | -171.0% | +32.5% |
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