-4.2%
CORZ vs EME
+3.0%
-7.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.5% |
| 7D | +23.5% | +8.4% | +15.1% | +13.6% |
| 30D | +7.5% | -11.5% | +19.0% | +22.9% |
| 3M | -26.6% | -20.6% | -6.0% | -6.1% |
| 6M | -39.5% | -28.5% | -11.0% | -14.7% |
| YTD | -0.3% | +8.0% | -8.3% | -14.9% |
| 1Y | -4.2% | +6.8% | -11.0% | -16.9% |
| All | -4.2% | +3.0% | -7.2% | -16.9% |
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