+37.5%
XLP vs CORZ
+162.5%
-125.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.0% | -10.5% | +0.7% |
| 7D | -0.5% | +14.2% | -14.7% | -0.3% |
| 30D | +8.3% | -3.0% | +11.3% | +8.4% |
| 3M | +8.7% | -26.3% | +35.0% | +8.5% |
| 6M | +11.2% | -36.5% | +47.7% | +10.9% |
| YTD | +20.0% | +0.1% | +19.9% | +19.8% |
| 1Y | +21.3% | -15.9% | +37.2% | +21.1% |
| All | +37.5% | +162.5% | -125.0% | +35.9% |
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