+35.5%
XLP vs CORZ
+111.9%
-76.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -1.2% |
| 7D | +0.7% | -11.2% | +12.0% | +0.6% |
| 30D | +10.3% | -26.2% | +36.5% | +9.8% |
| 3M | +6.5% | -44.1% | +50.7% | +5.8% |
| 6M | +8.4% | -52.3% | +60.6% | +7.7% |
| YTD | +18.2% | -19.2% | +37.4% | +17.5% |
| 1Y | +22.4% | -42.9% | +65.3% | +21.7% |
| All | +35.5% | +111.9% | -76.4% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling