+444.5%
CORZ vs EME
+248.4%
+196.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +2.3% |
| 7D | +16.6% | +5.2% | +11.4% | +11.2% |
| 30D | -10.9% | -5.4% | -5.5% | -6.2% |
| 3M | -31.0% | -6.1% | -24.9% | -26.9% |
| 6M | +26.0% | +9.7% | +16.4% | +16.0% |
| YTD | +28.6% | +26.6% | +2.1% | +3.5% |
| 1Y | +34.5% | +24.6% | +9.8% | +5.1% |
| All | +444.5% | +248.4% | +196.1% | +173.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling