+36.9%
XLP vs CORZ
+159.1%
-122.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | -0.2% | +26.4% | -26.6% | +0.2% |
| 30D | +8.2% | -6.8% | +15.0% | +8.2% |
| 3M | +7.7% | -31.1% | +38.8% | +7.4% |
| 6M | +9.3% | -36.9% | +46.2% | +9.0% |
| YTD | +19.5% | -1.2% | +20.7% | +19.2% |
| 1Y | +21.0% | -12.5% | +33.5% | +20.7% |
| All | +36.9% | +159.1% | -122.2% | +35.3% |
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