+281.7%
CORZ vs ED
+45.7%
+236.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +4.0% |
| 7D | -7.8% | +2.1% | -9.9% | -5.2% |
| 30D | -14.8% | +12.4% | -27.2% | -2.3% |
| 3M | -32.5% | +13.1% | -45.6% | -22.1% |
| 6M | -42.7% | +14.1% | -56.8% | -32.7% |
| YTD | -9.8% | +23.1% | -32.9% | +14.3% |
| 1Y | -31.9% | +25.4% | -57.4% | -11.7% |
| All | +281.7% | +45.7% | +236.0% | +494.5% |
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