-41.3%
CORZ vs EME
-3.1%
-38.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -9.6% | -0.8% | -0.2% |
| 7D | -14.9% | -5.8% | -9.1% | -9.0% |
| 30D | -23.1% | -17.9% | -5.2% | -5.1% |
| 3M | -44.1% | -22.0% | -22.1% | -27.1% |
| 6M | -39.5% | -29.7% | -9.8% | -12.4% |
| YTD | -12.4% | +4.7% | -17.1% | -24.5% |
| 1Y | -41.3% | -2.1% | -39.2% | -44.3% |
| All | -41.3% | -3.1% | -38.2% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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