+31.4%
CORZ vs EOSE
-49.1%
+80.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.9% | -10.9% | -3.0% |
| 7D | +8.4% | +19.0% | -10.7% | +2.7% |
| 30D | -17.8% | +1.6% | -19.4% | -18.9% |
| 3M | -35.9% | -52.0% | +16.1% | -25.1% |
| 6M | +12.9% | -42.5% | +55.5% | +23.1% |
| YTD | +22.9% | -66.1% | +89.0% | +46.2% |
| 1Y | +31.4% | -47.1% | +78.5% | +71.0% |
| All | +31.4% | -49.1% | +80.4% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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