+269.8%
CORZ vs ED
+44.6%
+225.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.1% | +8.3% | +8.0% |
| 7D | +1.7% | -0.1% | +1.8% | +2.4% |
| 30D | -17.5% | +11.6% | -29.0% | -6.1% |
| 3M | -39.5% | +10.5% | -50.0% | -32.0% |
| 6M | -44.5% | +13.2% | -57.7% | -35.3% |
| YTD | -12.6% | +22.1% | -34.8% | +9.8% |
| 1Y | -37.0% | +24.2% | -61.2% | -19.1% |
| All | +269.8% | +44.6% | +225.1% | +471.3% |
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