-11.4%
CORZ vs EFX
-9.8%
-1.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +10.9% | +11.0% |
| 7D | +14.2% | -2.0% | +16.2% | +13.5% |
| 30D | -3.0% | +27.9% | -30.9% | +3.6% |
| 3M | -26.3% | +3.8% | -30.1% | -25.7% |
| 6M | -36.5% | +13.0% | -49.5% | -34.4% |
| YTD | +0.1% | -12.4% | +12.4% | +5.4% |
| All | -11.4% | -9.8% | -1.6% | -3.6% |
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