-15.9%
CORZ vs ES
+1.2%
-17.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.3% | +9.6% | +11.3% |
| 7D | +14.2% | +0.1% | +14.1% | +14.3% |
| 30D | -3.0% | +6.7% | -9.7% | -1.4% |
| 3M | -26.3% | +0.3% | -26.6% | -25.4% |
| 6M | -36.5% | +7.4% | -43.9% | -36.6% |
| YTD | +0.1% | +8.4% | -8.3% | -0.5% |
| 1Y | -15.9% | +0.6% | -16.5% | -15.5% |
| All | -15.9% | +1.2% | -17.1% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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