+34.5%
CORZ vs EFX
-30.2%
+64.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.1% | +7.8% | +3.7% |
| 7D | +16.6% | -7.8% | +24.4% | +13.6% |
| 30D | -10.9% | -5.7% | -5.1% | -12.2% |
| 3M | -31.0% | +2.5% | -33.5% | -29.9% |
| 6M | +26.0% | -16.7% | +42.7% | +26.1% |
| YTD | +28.6% | -20.2% | +48.8% | +27.9% |
| 1Y | +34.5% | -31.4% | +65.8% | +28.0% |
| All | +34.5% | -30.2% | +64.7% | +28.0% |
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 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