-15.9%
CORZ vs EMR
+30.3%
-46.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.3% | +11.3% | +11.3% |
| 7D | +14.2% | -2.0% | +16.2% | +16.9% |
| 30D | -3.0% | +2.8% | -5.8% | -5.1% |
| 3M | -26.3% | +2.0% | -28.2% | -27.4% |
| 6M | -36.5% | +20.7% | -57.2% | -47.0% |
| YTD | +0.1% | +27.3% | -27.2% | -22.2% |
| 1Y | -15.9% | +31.0% | -46.9% | -34.9% |
| All | -15.9% | +30.3% | -46.2% | -34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling