+444.5%
CORZ vs EFX
-29.8%
+474.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.1% | +7.8% | +5.1% |
| 7D | +16.6% | -7.8% | +24.4% | +17.8% |
| 30D | -10.9% | -5.7% | -5.1% | -10.3% |
| 3M | -31.0% | +2.5% | -33.5% | -32.6% |
| 6M | +26.0% | -16.7% | +42.7% | +30.9% |
| YTD | +28.6% | -20.2% | +48.8% | +35.3% |
| 1Y | +34.5% | -31.4% | +65.8% | +49.7% |
| All | +444.5% | -29.8% | +474.2% | +493.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling