+281.7%
CORZ vs EMR
+81.5%
+200.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +4.3% |
| 7D | -7.8% | +0.7% | -8.5% | -8.3% |
| 30D | -14.8% | +3.5% | -18.3% | -17.0% |
| 3M | -32.5% | +5.9% | -38.4% | -35.7% |
| 6M | -42.7% | +19.4% | -62.2% | -51.2% |
| YTD | -9.8% | +27.7% | -37.5% | -27.7% |
| 1Y | -31.9% | +30.9% | -62.8% | -46.6% |
| All | +281.7% | +81.5% | +200.2% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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