-42.9%
CORZ vs EMB
+0.4%
-43.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -11.2% | -0.1% | -11.1% | -11.0% |
| 30D | -26.2% | +1.3% | -27.5% | -29.8% |
| 3M | -44.1% | -2.2% | -41.9% | -38.7% |
| 6M | -52.3% | -2.3% | -49.9% | -47.1% |
| YTD | -19.2% | -0.6% | -18.6% | -15.5% |
| 1Y | -42.9% | +0.5% | -43.4% | -40.8% |
| All | -42.9% | +0.4% | -43.3% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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