+38.9%
XLP vs CORZ
+161.6%
-122.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.4% |
| 7D | +2.5% | +23.5% | -20.9% | +2.9% |
| 30D | +7.3% | +7.5% | -0.2% | +7.5% |
| 3M | +8.1% | -26.6% | +34.7% | +7.9% |
| 6M | +10.5% | -39.5% | +50.0% | +10.2% |
| YTD | +21.2% | -0.3% | +21.5% | +20.9% |
| 1Y | +22.7% | -4.2% | +26.9% | +22.5% |
| All | +38.9% | +161.6% | -122.8% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling