+420.1%
CORZ vs ED
+31.1%
+389.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | -1.4% |
| 7D | +8.4% | -0.2% | +8.5% | +8.1% |
| 30D | -17.8% | -0.1% | -17.7% | -18.0% |
| 3M | -35.9% | +3.9% | -39.8% | -32.7% |
| 6M | +12.9% | -3.0% | +16.0% | +12.2% |
| YTD | +22.9% | +10.7% | +12.2% | +37.6% |
| 1Y | +31.4% | +13.3% | +18.0% | +51.9% |
| All | +420.1% | +31.1% | +389.0% | +615.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling