+241.9%
CORZ vs EFV
+71.0%
+170.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +5.2% |
| 7D | -11.2% | -0.7% | -10.6% | -11.0% |
| 30D | -26.2% | +0.9% | -27.1% | -27.4% |
| 3M | -44.1% | -3.6% | -40.6% | -41.5% |
| 6M | -52.3% | +2.5% | -54.8% | -53.6% |
| YTD | -19.2% | +13.2% | -32.4% | -29.8% |
| 1Y | -42.9% | +20.3% | -63.2% | -53.9% |
| All | +241.9% | +71.0% | +170.9% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling