-41.3%
CORZ vs EIX
+18.9%
-60.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.1% | -13.5% | -10.5% |
| 7D | -14.9% | +4.5% | -19.4% | -15.0% |
| 30D | -23.1% | +15.2% | -38.3% | -23.6% |
| 3M | -44.1% | -11.6% | -32.5% | -43.8% |
| 6M | -39.5% | -8.4% | -31.2% | -39.0% |
| YTD | -12.4% | +8.2% | -20.6% | -12.4% |
| 1Y | -41.3% | +16.6% | -57.9% | -41.2% |
| All | -41.3% | +18.9% | -60.2% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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