+318.0%
CORZ vs EMR
+80.8%
+237.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +26.4% | +2.7% | +23.7% | +23.3% |
| 30D | -6.8% | +2.1% | -8.9% | -8.1% |
| 3M | -31.1% | +2.3% | -33.3% | -32.2% |
| 6M | -36.9% | +22.5% | -59.4% | -47.5% |
| YTD | -1.2% | +27.2% | -28.4% | -20.6% |
| 1Y | -12.5% | +28.0% | -40.5% | -29.9% |
| All | +318.0% | +80.8% | +237.2% | +182.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling