+322.1%
CORZ vs ED
+47.8%
+274.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +2.5% |
| 7D | +23.5% | +2.1% | +21.4% | +26.2% |
| 30D | +7.5% | +10.4% | -2.9% | +20.9% |
| 3M | -26.6% | +12.5% | -39.1% | -15.8% |
| 6M | -39.5% | +14.9% | -54.4% | -28.2% |
| YTD | -0.3% | +24.8% | -25.1% | +28.4% |
| 1Y | -4.2% | +23.8% | -28.1% | +23.2% |
| All | +322.1% | +47.8% | +274.3% | +567.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling