+323.5%
CORZ vs ED
+45.6%
+277.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.0% | +10.9% |
| 7D | +14.2% | -0.9% | +15.1% | +13.3% |
| 30D | -3.0% | +11.2% | -14.2% | +10.0% |
| 3M | -26.3% | +11.8% | -38.0% | -16.0% |
| 6M | -36.5% | +14.1% | -50.6% | -25.4% |
| YTD | +0.1% | +23.0% | -22.9% | +26.7% |
| 1Y | -15.9% | +23.7% | -39.5% | +7.7% |
| All | +323.5% | +45.6% | +277.9% | +559.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling