-41.3%
CORZ vs ECL
+23.8%
-65.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.4% | -13.8% | -9.6% |
| 7D | -14.9% | +7.7% | -22.7% | -13.8% |
| 30D | -23.1% | +13.7% | -36.8% | -21.7% |
| 3M | -44.1% | +11.6% | -55.6% | -43.1% |
| 6M | -39.5% | +23.9% | -63.4% | -40.0% |
| YTD | -12.4% | +21.0% | -33.3% | -12.9% |
| 1Y | -41.3% | +23.1% | -64.4% | -41.2% |
| All | -41.3% | +23.8% | -65.1% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling