+25.5%
XLP vs CORZ
+237.5%
-212.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -0.6% |
| 7D | -1.4% | +16.6% | -18.0% | -1.3% |
| 30D | -1.3% | -10.9% | +9.6% | -1.4% |
| 3M | +1.8% | -31.0% | +32.9% | +1.7% |
| 6M | -0.8% | +26.0% | -26.9% | -0.9% |
| YTD | +9.5% | +28.6% | -19.1% | +9.5% |
| 1Y | +7.2% | +34.5% | -27.3% | +7.0% |
| All | +25.5% | +237.5% | -212.0% | +24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling