+322.1%
CORZ vs EMB
+21.2%
+300.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.7% |
| 7D | +23.5% | -0.9% | +24.4% | +27.3% |
| 30D | +7.5% | +0.4% | +7.1% | +5.8% |
| 3M | -26.6% | -3.1% | -23.5% | -18.2% |
| 6M | -39.5% | -2.1% | -37.4% | -34.5% |
| YTD | -0.3% | -1.1% | +0.8% | +5.3% |
| 1Y | -4.2% | -0.1% | -4.2% | -2.2% |
| All | +322.1% | +21.2% | +300.9% | +217.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling