+322.1%
CORZ vs EFX
-23.0%
+345.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +23.5% | -0.8% | +24.2% | +23.5% |
| 30D | +7.5% | +25.1% | -17.6% | +4.0% |
| 3M | -26.6% | +1.7% | -28.3% | -27.1% |
| 6M | -39.5% | +18.4% | -57.9% | -42.8% |
| YTD | -0.3% | -12.5% | +12.2% | +3.2% |
| 1Y | -4.2% | -8.1% | +3.9% | -3.0% |
| All | +322.1% | -23.0% | +345.1% | +352.4% |
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