+322.1%
CORZ vs EME
+197.2%
+124.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.5% |
| 7D | +23.5% | +8.4% | +15.1% | +14.5% |
| 30D | +7.5% | -11.5% | +19.0% | +21.9% |
| 3M | -26.6% | -20.6% | -6.0% | -7.8% |
| 6M | -39.5% | -28.5% | -11.0% | -16.2% |
| YTD | -0.3% | +8.0% | -8.3% | -5.6% |
| 1Y | -4.2% | +6.8% | -11.0% | -8.1% |
| All | +322.1% | +197.2% | +124.8% | +149.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling