+241.9%
CORZ vs ECL
+55.4%
+186.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.6% |
| 7D | -11.2% | -0.8% | -10.5% | -11.2% |
| 30D | -26.2% | +8.1% | -34.3% | -27.3% |
| 3M | -44.1% | +6.4% | -50.5% | -44.8% |
| 6M | -52.3% | +14.8% | -67.0% | -54.1% |
| YTD | -19.2% | +15.5% | -34.7% | -22.8% |
| 1Y | -42.9% | +20.1% | -63.0% | -46.2% |
| All | +241.9% | +55.4% | +186.4% | +283.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling