-41.3%
CORZ vs ED
+27.1%
-68.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.0% | -13.4% | -5.6% |
| 7D | -14.9% | +5.4% | -20.3% | -6.9% |
| 30D | -23.1% | +16.4% | -39.5% | -2.6% |
| 3M | -44.1% | +11.9% | -55.9% | -33.3% |
| 6M | -39.5% | +11.6% | -51.1% | -26.9% |
| YTD | -12.4% | +24.1% | -36.5% | +24.6% |
| 1Y | -41.3% | +26.9% | -68.2% | -13.0% |
| All | -41.3% | +27.1% | -68.4% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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