-41.3%
CORZ vs EFV
+25.8%
-67.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.1% | -13.5% | -14.7% |
| 7D | -14.9% | +2.9% | -17.8% | -18.8% |
| 30D | -23.1% | +3.6% | -26.7% | -27.2% |
| 3M | -44.1% | -0.1% | -43.9% | -43.9% |
| 6M | -39.5% | +9.6% | -49.1% | -46.5% |
| YTD | -12.4% | +17.0% | -29.3% | -24.1% |
| 1Y | -41.3% | +25.7% | -67.0% | -45.8% |
| All | -41.3% | +25.8% | -67.1% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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