-34.1%
CORZ vs ED
+24.7%
-58.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.1% | +8.3% | +7.9% |
| 7D | +1.7% | -0.1% | +1.8% | +2.7% |
| 30D | -17.5% | +11.6% | -29.0% | -1.1% |
| 3M | -39.5% | +10.5% | -50.0% | -28.9% |
| 6M | -44.5% | +13.2% | -57.7% | -31.7% |
| YTD | -12.6% | +22.1% | -34.8% | +22.7% |
| All | -34.1% | +24.7% | -58.8% | -3.5% |
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 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