+444.5%
CORZ vs EOSE
+290.9%
+153.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +10.8% | -6.1% | +2.6% |
| 7D | +16.6% | +41.4% | -24.9% | +8.6% |
| 30D | -10.9% | +3.6% | -14.5% | -12.0% |
| 3M | -31.0% | -35.7% | +4.7% | -26.6% |
| 6M | +26.0% | -29.9% | +55.9% | +29.6% |
| YTD | +28.6% | -62.5% | +91.1% | +43.1% |
| 1Y | +34.5% | -37.4% | +71.9% | +39.3% |
| All | +444.5% | +290.9% | +153.6% | +399.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling