-41.3%
CORZ vs EFX
-7.5%
-33.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.4% | -12.8% | -9.6% |
| 7D | -14.9% | +9.2% | -24.1% | -12.5% |
| 30D | -23.1% | +34.8% | -57.9% | -16.6% |
| 3M | -44.1% | +8.8% | -52.9% | -42.9% |
| 6M | -39.5% | +12.3% | -51.8% | -37.1% |
| YTD | -12.4% | -10.6% | -1.7% | -8.1% |
| 1Y | -41.3% | -6.7% | -34.6% | -36.8% |
| All | -41.3% | -7.5% | -33.8% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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