+230.8%
CORZ vs ES
+53.1%
+177.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +2.1% | -12.9% | -10.7% |
| 7D | -21.1% | +5.9% | -27.1% | -21.0% |
| 30D | -31.8% | +10.2% | -42.0% | -31.8% |
| 3M | -47.7% | +0.4% | -48.1% | -47.5% |
| 6M | -48.7% | +6.9% | -55.6% | -48.9% |
| YTD | -21.8% | +10.5% | -32.4% | -22.5% |
| 1Y | -47.8% | +3.2% | -51.0% | -48.0% |
| All | +230.8% | +53.1% | +177.7% | +235.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling