+420.1%
CORZ vs EMR
+65.5%
+354.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.7% |
| 7D | +8.4% | -1.5% | +9.9% | +9.9% |
| 30D | -17.8% | -5.6% | -12.2% | -13.5% |
| 3M | -35.9% | +7.9% | -43.8% | -40.3% |
| 6M | +12.9% | +6.0% | +6.9% | +6.8% |
| YTD | +22.9% | +16.4% | +6.4% | +6.6% |
| 1Y | +31.4% | +16.6% | +14.7% | +13.4% |
| All | +420.1% | +65.5% | +354.5% | +279.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling