+281.7%
CORZ vs EMB
+22.4%
+259.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +5.2% |
| 7D | -7.8% | +0.5% | -8.3% | -9.5% |
| 30D | -14.8% | +1.3% | -16.1% | -18.8% |
| 3M | -32.5% | -1.7% | -30.8% | -28.4% |
| 6M | -42.7% | -1.8% | -40.9% | -38.6% |
| YTD | -9.8% | -0.2% | -9.7% | -7.7% |
| 1Y | -31.9% | +0.7% | -32.6% | -32.1% |
| All | +281.7% | +22.4% | +259.3% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling