+420.1%
CORZ vs EIX
-4.3%
+424.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +8.4% | -19.1% | +27.5% | +12.9% |
| 30D | -17.8% | -16.9% | -0.9% | -15.1% |
| 3M | -35.9% | -20.0% | -15.9% | -33.3% |
| 6M | +12.9% | -21.3% | +34.3% | +17.9% |
| YTD | +22.9% | -1.7% | +24.6% | +18.0% |
| 1Y | +31.4% | +9.6% | +21.8% | +20.0% |
| All | +420.1% | -4.3% | +424.4% | +495.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling