+57.9%
XLI vs CORZ
+225.9%
-168.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.2% |
| 7D | -0.6% | +7.6% | -8.2% | -1.2% |
| 30D | -6.9% | -6.9% | 0.0% | -6.5% |
| 3M | -1.9% | -33.0% | +31.1% | +0.5% |
| 6M | +1.0% | +19.3% | -18.3% | -1.2% |
| YTD | +11.3% | +24.2% | -12.9% | +8.3% |
| 1Y | +15.8% | +24.5% | -8.7% | +12.1% |
| All | +57.9% | +225.9% | -168.1% | +42.1% |
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