+14.7%
XLF vs CORZ
-41.7%
+56.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -10.4% | +13.9% | +3.6% |
| 7D | +5.5% | -14.9% | +20.4% | +5.7% |
| 30D | +9.9% | -23.1% | +33.0% | +10.3% |
| 3M | +2.6% | -44.1% | +46.7% | +3.7% |
| 6M | +15.6% | -39.5% | +55.1% | +15.4% |
| YTD | +9.4% | -12.4% | +21.8% | +6.4% |
| 1Y | +14.7% | -41.3% | +56.0% | +13.7% |
| All | +14.7% | -41.7% | +56.4% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling