+318.0%
CORZ vs EME
+198.8%
+119.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.7% |
| 7D | +26.4% | +11.3% | +15.0% | +14.2% |
| 30D | -6.8% | -14.6% | +7.7% | +9.7% |
| 3M | -31.1% | -20.4% | -10.7% | -13.6% |
| 6M | -36.9% | -28.3% | -8.6% | -12.9% |
| YTD | -1.2% | +8.6% | -9.8% | -7.0% |
| 1Y | -12.5% | +3.2% | -15.8% | -13.4% |
| All | +318.0% | +198.8% | +119.2% | +145.4% |
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