+241.9%
CORZ vs EFX
-22.4%
+264.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.5% | +3.5% |
| 7D | -11.2% | +2.7% | -13.9% | -11.6% |
| 30D | -26.2% | +33.1% | -59.3% | -29.2% |
| 3M | -44.1% | +8.2% | -52.3% | -45.1% |
| 6M | -52.3% | +10.2% | -62.4% | -53.8% |
| YTD | -19.2% | -11.8% | -7.4% | -16.5% |
| 1Y | -42.9% | -6.1% | -36.8% | -42.6% |
| All | +241.9% | -22.4% | +264.3% | +266.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling