+281.7%
CORZ vs ECL
+58.2%
+223.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -7.8% | +0.4% | -8.2% | -7.8% |
| 30D | -14.8% | +8.6% | -23.4% | -16.0% |
| 3M | -32.5% | +7.9% | -40.4% | -33.4% |
| 6M | -42.7% | +21.0% | -63.7% | -45.8% |
| YTD | -9.8% | +17.5% | -27.3% | -14.0% |
| 1Y | -31.9% | +19.7% | -51.6% | -35.6% |
| All | +281.7% | +58.2% | +223.5% | +327.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling